In MCS, select menus -> "View" -> "Compile and Program Options..."
Point MCS to the PBP directory (or let it find it automatically) under the Compiler tab
Point MCS to the MPLAB directory (or let it find it automatically) under the Assembler tab
Point MCS to the PICKIT2 by creating a custom programmer entry and point MCS to the PICKIT2 executable.
Press F9 in the main MCS window to compile the source code, assemble the source code, and start the PICKIT2 programmer.
Not sure if it works with the PICKIT2 clones though.
My advice... Spend the $50 and buy the real PICKIT2...