MATLAB code cannot be included in an arduino sketch.
With current releases, you can target MATLAB code to be deployed to Raspberry Pi, which essentially generates C (or C++) and compiles it to send to the Raspberry.
There is currently no equivalent support for Arduino.
You can use MATLAB Coder to generate C or C++ code for a subset of MATLAB, and put that together with the appropriate hooks to send to Arduino. However, this would be "generic" target; MATLAB Coder does not know anything specific about Arduino, so you lose a bunch of the hardware support.
If you embed the MATLAB Code within a Simulink MATLAB Function Block then you can create a Simulink project that you deploy to Arduino; Simulink has Arduino support, with Arduino-specific blocks.