The MCLR circuit varies between PIC families.
You should always consult the datasheet for the PIC you are using.

For instance, the 12F683 has an internal pull-up on MCLR, so you don't need anything on that pin when MCLR is enabled.

But when using external circuitry there are two warnings that apply, 1 for pull-up (red box) and 1 for pull-down (Note: ).

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