How can I install a MTP program on my Sony Experia?

Welcome to Android Central! It's not a program--it should be part of the system. When you connect your phone to your computer via USB, swipe down the notification panel on the phone and tap the USB icon. You should be able to select MTP there. If you don't see anything when you swipe down the notification panel, then the cable might be faulty--try a different one.