itch.io

The Dio character was made by shio, it comes with a Japanese readme, so the best you can try is to read the moves from the command file. A more popular Dio was made by warusaki3 (which I couldn't use due to Dreamcast memory issues). That Dio has a wiki entry with moves. Both Dio versions are a conversion of the Heritage for the Future character, so the commands should be pretty similar: https://mugen.fandom.com/wiki/Dio_Brando/Warusaki3%27s_second_version

Please note that things like Time Freeze are still broken in this version.

For completeness' sake, here is the source for the Dio used here: https://mugenarchive.com/forums/downloads.php?do=file&id=70750-high-dio-shio