MKL is designed for providing highly optimized math function for science, engineering, data processing. Thus, it provides BLAS/LAPACK (linear Algebra) . Intel MKL includes highly vectorized and threaded Linear Algebra, Fast Fourier Transforms (FFT), Neural Network, Vector Math and Statistics functions.
You may find such information from MKL main page , MKL user guide, developer manual etc.
and Benchmark include FFT at https://software.intel.com/en-us/intel-mkl/.
As i understand, you may start from MKLexample under MKL install folder , for example,
unzip examples_core_c package : \examples_core_c\dftc\source\basic_dp_complex_dft_1d.c
which do complex-to-complex in-place 1D FFT using Intel(R) MKL DFTI.