The most reliable way to "install" an audio track is to merge it with your video using . This creates a single file with both English and Hindi audio options.
Great for a one-time watch, but annoying if you move the file to a USB drive or TV.
Now, grab some chai, load up your newly minted Hindi-MKV, and listen as Tony Stark says, "Main Iron Man hoon" with the same swagger as the original. Jai Hind, and happy streaming