Do I need to include functions defined in other files when compiling my script to a C Executable?

My script, wcpngui.m, calls functions defined in other files (adodb_connect.m and adodb_query.m) which I've downloaded from the MATLAB Central. Do I need to put adodb_connect.m and adodb_query.m in the same directory containing wcpngui.m before calling mcc -ev wcpngui.m?

Surely, MATLAB must define a search path on which it looks for functions referenced in a user's script.

I'm compiling on MATLAB 2012a, 32-bit