I found the answer myself. You can use the MQX functions:
_int_install_isr(NVIC_ADC0, iADC_ISR, 0);
_bsp_int_init(NVIC_ADC0, 3, 0, TRUE);
_int_install_isr(NVIC_ADC1, iADC_ISR, 0);
_bsp_int_init(NVIC_ADC1, 3, 0, TRUE);
with iADC_ISR is the function pointer to the ISR: iADC_ISR(void*ptr).
And then make sure to have the AIEN flag enabled in the ADCx_HC0 registers!