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If you do not find appropriate pre-compiled mex files for your platform on our home page, you can compile them yourself. You will need an installed C++ compiler for doing this; the C compiler that ships with MATLAB (LCC) does not compile C++ code at all and will therefore not work.
http://developer.apple.com/TOOLS/xcode
(registration required). As for GNU/Linux, run mex -setup and choose gccopts.sh.
http://www.mathworks.com/matlabcentral/fileexchange/22689
Alternatively, like on Unix systems, you can install the free gcc compiler on Windows, which is available under the name MinGW ( minimalist gcc for Windows). Unfortunately, Matlab does not officially support this compiler under Windows, so you cannot use it by simply calling mex -setup. Instead, you can try to use the free tool GnuMex to create a proper compilation batch file for you. Please visit the following web sites for details and downloads:
GnuMex: http://gnumex.sourceforge.net
MinGW: http://www.mingw.org
Note that GnuMex will currently not work on 64bit Windows systems out of the box!
After you have set up the mex tool, enter the subdirectory mex-dev and call makemex. This function will compile all the necessary files and copy them into the tstoolbox/mex/<MEXEXT> subdirectory.