Ok, found the answer myself!
The reason I had problem was that I have Matlab 2019b installed on my machine, but the help page online is written for Matlab 2020, and this is something that apparently they've just added to the features. So in order to make sure that you are using the correct commands, use the help button in your command window instead of relying on the help pages on Mathworks page.
My friend had a similar problem yesterday with Optimization toolbox.