Hello Ross,
I understand that you are looking for ways to load a .set file in MATLAB.
You need not convert it into .mat file you can load it directly using the below command
load('-mat','C:\Users\Downloads\eeglab_data.set')
You can mention your .set file path as the location above.
I hope this information helps and please reach out for any further issues.
Sincerely
Varun
