When MgCl₂ · nH₂O is heated to the boiling point of H₂O
Wikipedia pretty much has it all already.
There are numerous magnesium chloride hydrates $\ce{MgCl2 · x H2O}$ $(x = 1, 2, 4, 6, 8, 12),$ however in the temperature range from 0 °C to 115 °C the most stable one is hexahydrate $\ce{MgCl2 · 6 H2O}.$
Whether $\ce{MgCl2 · 6 H2O}$ decomposes to hydroxo-salt or only dehydrates depends on the conditions.
When heating takes place in atmosphere of $\ce{HCl},$ anhydrous $\ce{MgCl2}$ is formed:
$$\ce{MgCl2 · 6 H2O (l) -&gt;[&gt;\pu{115 °C}][HCl(g)] MgCl2(s) + H2O(g)}$$
Otherwise, magnesium hydroxochloride is formed [1, p. 522] and $\ce{HCl}$ gas is released:

The product obtained is always the hexahydrate, $\ce{MgCl2 · 6 H2O}.$ It is dehydrated to anhydrous magnesium chloride by spray drying and heating with dry hydrogen chloride gas. In the absence of $\ce{HCl},$ heating hexahydrate yields the basic salt, $\ce{Mg(OH)Cl}:$
$$\ce{MgCl2 · 6 H2O -&gt; Mg(OH)Cl + HCl + 5 H2O}$$

References

Patnaik, P. Handbook of Inorganic Chemicals; McGraw-Hill handbooks; McGraw-Hill: New York, 2003. ISBN 978-0-07-049439-8.