How can I construct a C++ class from a matlab script?

I have a C++ class that I would like to construct/call from MATLAB. The class will be a large dataset and I want to pass pointers and data from the C++ instance of the class to MATLAB's workspace. An example class, main, & header are attached. Mexfunction seems like the established method but I still don't understand what changes need to made to my .cpp file for it to be a "_mex.cpp"