Lui Kang is the starter of Mortal Kombat, without him, it would not exist, so naturally he had to be included. To get the legend himself, you must finish Konquest first. Once finished, go to the White Lotus clan (The place on Earthrealm after you fight Jax). Talk to the ghost of Lui Kang. He will train you. Now, go to Edenia, to where Jade's Tent can be found (Somewhere on the south limit). Go behind her tent, and meditate until Friday, from 12:00 to 12:30, Lui Kang's chest will be there.

Lui Kang is a Zombie!!! How cool is that!?