Sprite-wise, you have to edit Capcom sprites to look like SNK sprites by yourself,
or ask/hire some experienced spriters to do for you.
Gameplay-wise, it depends on what SNK system(s) you want to use and mix with. And you will have to follow the "unofficial MUGEN Pro's' rule of not-making-SNK-MUGEN-characters-be-able-to-crouch-when-running" when you decide to release yours to the public.