I am using PIP to install Scipy with MKL to accelerate the performance. My OS is Ubuntu 64 bit. Using the solution from this question, I create a file .numpy-site.cfg
For me, MKL came with Scipy library by conda install scipy
conda install scipy
@rscohn2 solution gave me a hint for using packages.
For the reference, my environment is included Ubuntu, Anaconda, Python 3.6, Scipy 1.1 and MKL 2018.0.