McKinley County is a district of New Mexico.
Boundaries: United States Census Bureau, MAF/TIGER Database (https://www.census.gov/geographies/mapping-files/time-series/geo/carto-boundary-file.html) via geoBoundaries, public domain
Nothing has been written about McKinley County here, and neither Wikipedia nor Wikivoyage has an article we could draw one from. If you know the place, that makes you a better source than anything we have. Tell us what is worth knowing and where you got it.
We show Gallup as the capital of McKinley County. If that is wrong, tell us what it should be and where you read it.
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