Hi Andrea,
I think Simulink support package can support ESP8266 when it is used with an Arduino board. However, it does not mention support for using the ESP8266 as a standalone module. You can check this link, there is no ESP8266 in the list:
https://www.mathworks.com/hardware-support/arduino-matlab.html
However, if you still want to use the ESP8266 directly with Simulink, you may consider using a different approach, such as using the UDP or TCP/IP blocks in Simulink to communicate with the ESP8266. You may need to write your own code for the ESP8266 to implement the required communication protocol.