How to mount mdf image, iso9660 doens't work for it?

Try first to convert it into an iso file, with mdf2iso (you have to install it) like this :

mdf2iso your_file.mdf

Linux cannot mount mdf file (which is a closed format) natively. Or, you can try to rename it into "your_file.iso" and mount it with the command you gave, but it's not working with every mdf image.

Or if you're using an X Server, you can try the software acetoneiso which is basically some sort of Daemon Tools / Alcohol 120% for Linux.

There is also FuseISO, a user space file system driver. I wish I had known about this option a few years ago because I too had been just converting them with mdf2iso. Since I tend to like to keep source files, this made for clutter.