Hi Hao,
The GUI you see when double clicking the neural controller mask is created using the MATLAB function 'nnident' located in a similar path as:
C:\Program Files\MATLAB\R2016a\toolbox\nnet\nncontrol\private
The function is set as a callback function for the mask. You can confirm this by right click the mask, select 'Callbacks' tab, and in the 'Callback functions lists:' select 'OpenFcn'.
Thanks,
Qu