You can do so by defining the macro name HAVE_X_WINDOWS in $MULE/src/config.h. If you also define HAVE_X_SELECTION, you will be able to cut&paste with SELECTION of X.
But note that Mule is built by static linking, so it requires libX11.a. If you have not the library for static linking, make it by adding
#define ForceNormalLib YES
when you build X.