You will need to determine the spec of your filter and then create the filter. It looks like you are dealing with audios so I'll just use 20-20k Hz as an example. You can generate the filter like this.
fs = 44100;
hf = design(fdesign.bandpass('N,F3dB1,F3dB2',10,20,20e3,fs));
This creates a bandpass filter with pass band between 20 Hz and 20 kHz. You may or may not want this configuration so you may want to take a look at the help
doc fdesign.bandpass
Once you get the filter, assuming x is what you get from wgn, which is white noise, you can simply get the filtered noise by
y = filter(hf,x)
HTH
