Make sure the filenames end in .m and there is no hidden extension. Make sure the files are readable by you. Put the files in a convenient directory that does not have MATLAB installed in it. Start up MATLAB. Use pathtool to add that directory to the MATLAB path. You should now be able to invoke the code by giving the base file name without the directory and without the extension.
If it is not able to find it, then try using "which" to see what it says. For example if the file is MyProgram.m then