How to proceed with installation of SURROGATES toolbox by Dr. Felipe A. C. Viana?

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I have entered:
>> cd setup\
>> srgtsInstall
in the command window after setting 'SRGTSToolbox' as my working folder. Then there are two choices I get:
To continue the installation, you need to choose between:
[1] copying a pre-compiled file (I have tested it with MATLAB 7.0
and OCTAVE 3.2.4); or
[2] compiling the code for your machine (preferable, but may
require you to chose a compiler --- this is the default option).
I am new to this, so I am not able to understand what to do; neither of the options seem to work. I am getting this error:
Error using copyfile
No matching files were found.
Error in srgtsSVMGunnFiles (line 58)
copyfile(file_source, file_destination, 'f');
Error in srgtsInstall (line 75)
srgtsSVMGunnFiles(srgtsRootDir, hostname, interpreter);
I would to use option 2, since it is preferable. But I'm not able to complete the installation. Please Help!
(I have attached the documentation file here)

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R2019b

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