Using GUIDE is the simplest method as it will setup the (empty) callbacks for you and allow you to position the radio buttons as you want (make sure you put them inside a Button Group though.
The documentation gives examples of creating a uibuttongroup programmatically using the SelectionChangedFcn as the callback to control all radio buttons within the group.
doc uibuttongroup
The SelectionChangedFcn can also be set for a GUIDE GUI by right-clicking in your button group in GUIDE and selecting 'View Callbacks'. Selecting it from this list will create the empty callback function for you to fill in as you would in the programmatic example.
Within that callback you can distinguish the clicked radio button either by string or tag. I favour tag, but it helps to make sure you set a useful tag name on each radio button when you do this rather than just radiobutton1, radiobutton2, etc.
