HMM for non Birth death process Markov Chains

Suppose i have a system where Markov chain states are 0 1 2 3 .. .. N and transition could be from any state to any other states and vice versa is possible (not limited to adjacent states only), like transition from state 0 to 1 2 3 ... N and vice versa is possible (self transitions also). So how could i use Matlabs function like hmmtrain() given i have observations only. Is hmmtrain for birth and death process (Markov Chains) Only.

Thanks