Halo is best shared. The MCC uses Xbox Live services for networking. Pirated copies cannot connect to the dedicated servers for the "Co-op Campaign." You will be stuck playing alone.
To download and play on PC legally, you can access it through Halo: The Master Chief Collection (MCC) Halo Combat Evolved Anniversary Pc Download -EXCLUSIVE
Steam holds the largest player base and the easiest modding support. Halo is best shared