1. Close MATLAB.
2. Download VS2019 (Professional or Community Edition). During the VS2019 installation, select the "Desktop development with C++" workload. This should install all required components.
3. After the installation, in MATLAB type
4. From the list of installed compilers, select VS2019.
Note 1: if you use R2019a, make sure to install the R2019 Update 5 or newer. VS2019 is not supported in older releases.