Pattern Recognition Toolbox is not a MathWorks' product so the standard MathWorks' installer won't install it on the path.
You'll most likely need to use addpath() or the pathtool to add the folders where you have put the toolbox files on the MATLAB path.
Often people who provide such toolboxes provide you with instructions on how to add those folders, or provide a simple startup.m file that does it for you.
