In order to setup and play the 16.05 Versions, a Mojang/Microsoft account is required. Make sure you also have Java Runtime Environment installed on your PC aswell, they both required in order for these versions to run.
Create a new instance on MultiMC, be sure to set your instance to "a1.1.0" as the version. Launch Alpha 1.1.0 then immediately close the game after the title screen boots. With a1.1.0 still selected, click "Edit Instance" on the right side of the window, a new window will pull up, to the right of that menu, select "Replace Minecraft.jar". Proceed to now add the 16.05 version of your choosing, when that is done, now launch the game again, it should now boot 16.05.