Hi Joaquin,
I just downloaded the MCORB.dat file from here (the uncompressed version):
https://www.minorplanetcenter.net/iau/MPCORB.htmlI then put the file in my Guide 9 folder and everything is fine ! I then verified for some minor planets / asteroids (by right cklicking on the asteroid) and found an information about a September 2017 update for most checked asteroids; some contained newer data.
The way via Extras\Asteroid/Comet options does not seem to work (there were already problems in the past) !
Rudi