I am using "Mx Linux [KDE-plasma] 19.2" and their website states that the installed version of KDE Plasma is "KDE/plasma 5.14.5".

I want to upgrade the terminal Konsole:
$ konsole --version
konsole 18.04.0

$ sudo apt-get upgrade konsole
konsole is already the newest version (4:18.04.0-1).

The problem is that the newest version of Konsole is 20.08.0 and it is possible to tile/split screens with version 19xx. So I want to upgrade Konsole to at least 19xx+ so that I can get that feature. Does anyone know how I can solve this problem?

If your distro does not provide more up to date Plasma/KDE applications, your choice would unfortunately be to use a different distro that provides these.
I am not sure it would be possible to compile a recent Konsiole version from source code with such old KDE libraries.

It would probably be useful to ask about this in a more MX specific forum. Maybe they have extra repos for upgraded stuff?