Once you click on the 'View in MATLAB Command' button, a pop up opens up with the MATLAB command as shown below.
The next step is to copy this command and run it in the MATLAB command window. This opens the example and loads all the supporting files as shown in the screenshot below.
The functions mentioned in the example are present in files within the same folder as the example. They may be in one file or separate .m files present in the same folder. As we can see the current folder has three files.
1. processTurboFanDataTest.m
2. processTurboFanDataTrain.m
3. SequencetoSequenceRegressionUsingDeepLearningExample.mlx
Out of these, the 'SequencetoSequenceRegressionUsingDeepLearningExample.mlx' is the main file, and 1 and 2 are the helper files which contain the helper function, which decides on how to split the train and test data.