The mlxne driver comes bundled in the Oracle Solaris software.
You must have at least Oracle Solaris 11.4 SU33 installed. For example:
$ pkg info entire
Name: entire
Summary: entire incorporation including Support Repository Update
(Oracle Solaris 11.4.22.4.0).
...
<output omitted>
...
Version: 0.5.22 (Oracle Solaris 11.4.22.4.0)
See Hardware and Software Requirements for more information.
# pkg info mlxne