MUTEKI is so strong that there is nothing that becomes a rival(match,opposition etc). It uses for expressing a very strong thing. Daily, it seldom uses. It often uses in scenes, such as tv-game and a match and a fight and a tournament.

無 is the same as ない. So it means "nothing" or "doesn't exist" 敵 means "rival" or "opponent" So I think the nuance may be a little different than the English word, but you can probably use it interchangeably in a way that can be understood.

Thank you for your answer, I also got an answer from another user. His answer was just like this: "Yes "invicible" is "無敵" in Japanese. 無 means "nothing". 敵 means "enemy". 無敵 means "There is no enemy." directly and it means "invincible". If I need to use other word, I use "不屈（fukutsu）"." And thank you again :)