The start values in an MST file are used only if the MIPSTART parameter is set to 1 (one). In the Interactive Optimizer issue the command, set mip strategy mipstart 1. In the Callable Library, use the routine CPXsetintparam(env, CPX_PARAM_MIPSTART, 1). In the Concert Technology Library, use the method IloCplex::setParam(MIPStart 1).
Here is an example of an MST file: