In order to create or work with an instance of the class, it must be accessible to MATLAB. This means it must be in the "current scope", which this documentation page defines as "the current file, an optional private subfolder relative to the currently running function, the current folder, and the MATLAB path."
Class definitions can't be in private folders (see the "No Class Definitions in Private Folders" section on this documentation page) so if you want to be able to call it but not have it be in the current folder it will need to be on the MATLAB search path.
One useful place to put the downloaded class definition would be in their userpath directory which is part of the search path by default.
