RTL-SDR Support Package installation has two phases. In the first phase MathWorks provided files are installed and third party software downloaded. In the second phase (the one that fails in your case), the hardware is prepared to work with the installed software.
You can try to install librtlsdr manually on your Linux computer following the instructions in "http://sdr.osmocom.org/trac/wiki/rtl-sdr". Once you have librtlsdr installed under "/usr/local/lib", you should be able to use the RTL-SDR Support Package. However, there may still be incompatibilities due to different Linux distros.