If you have MATLAB Compiler installed, there's a GUI option for compiling. Try entering
deploytool
in the command line. Mathworks does a pretty good job documenting how to use it in this video tutorial: http://www.mathworks.com/products/demos/compiler/deploytool/index.html
Also, if you want to include user input such as choosing a file or directory, look into
uigetfile % or uigetdir if you need every file in a directory
for use in conjunction with
guide