As far as I understand your question, yes, you can simultaneously control both Arduino Mega 2560 Rev3, using the Arduino Support Package for MATLAB (https://uk.mathworks.com/hardware-support/arduino-matlab.html)
As you can see this does not suppor the Raspberry Pi Pico.
in your script, you would define 2 arduino devices:
a1 = arduino('COM1');
a2 = arduino('COM2');
and work separately on each object.
if you wish to use the RPico, you would need to program it on its own and etablish a communication for example with your PC using a serial object. (I might be wrong, but that would be the idea).
