Please note before reading that I'm not saying you shouldn't try this, but you should know there are some risks involved you need to understand how this stuff works and behaves. Also, I've only used epoxy with composites either within a matrix or used with additives as a filler, so I'm not intimately familiar with it in a woodworking environment. However, the basic chemistry is the same.
Once it's on, it's probably not coming off without damaging the workpiece or going through miles of sandpaper (and ending up with an uneven surface afterward). You will probably have only one good shot at it. Like Peter mentioned, it's a high-build material that you will either need to keep out of driver holes and rabbets or be prepared to accurately mill those surfaces afterward with corresponding wear on those tools. You could coat those surfaces with a mold release and chip off the epoxy afterward, but those are generally water soluble substances and couldn't be applied directly to MDF without it swelling, so they would need to be well primed beforehand, and you would still need to figure out how to keep the edges nice and clean. Damming the edges with tape like the video showed (before he wisely pulled them off), could keep surfaces dry, but it will create a high spot and dull surface against the tape so I don't recommend that approach.
All that is ignoring the environmental and handling factors. Epoxy is highly susceptible to ambient air temperature, while at the same time it will create it's own exothermic reaction which can get away from you. I assume that epoxies meant for woodworking are far less prone to runaway reactions than what I'm used to, but it's a fact of all epoxies that the reaction creates heat which will in turn speed up the curing process. Read the instructions carefully and stay within the temperature, humidity and working time recommended by the manufacturer. If you can't control these things, you might look at another option.
Practice, practice, practice on test pieces to make sure you understand how it's going to act on the material and what the outcome will be. Once you start pouring on the workpiece, you are committed.
Finally, if you thing MDF dust is bad, epoxy dust is horrible. It's superfine and won't break down. At the very least wear a well-fitted N95 if you need to sand.
Epoxy is great stuff, but it can be humbling.