The schematic shown in the MCS Plus help file uses the DB-9 pin #4 which is DTR. It may look like pin #9, but it's actually pin #4 if you look closer.

The MCS boot-loader program toggles the PC DTR output which resets the PIC via the /MCLR connection for boot-loading.

Using this particular setup with the MCS boot-loader allows "hands-free", single-click, compile & program. I.E. there's no need to press a reset switch on your development board or circuit each time you boot-load.

All the MCS ICD requires is the hardware USART interface to RX/TX. Pin #4 from DTR to /MCLR is just an auto reset circuit. Not necessary, but very handy.