Assuming you're talking about the GetSaveAsFilename method of the Excel Application object, the MSDN documentation is the best reference you're going to find I'm afraid.
In the case of GetSaveAsFilename I can't find anything wrong, missing or that would cause problem when written in matlab:
excelapp = actxsever('Excel.Application');
excelapp.Visible = true; %otherwise you can't see the dialog!
filename = excelapp.GetSaveAsFilename('somename.txt', 'Text Files (*.txt), *.txt, Add-In Files (*.xla), *.xla', 2, 'Some Title');
%or with less options:
filename = excelapp.GetSaveAsFilename('somename.txt');
filename = excelapp.GetSaveAsFilename();
The one issue you will encounter with the MSDN documentation is that it does not give you the value of the many excel constants and matlab does not know anything about the constant names. In which case, the object browser in excel vba editor is very useful. For example , you can search for xlFileFormat (one of optional inputs of the Workbook.Save method) in the object browser and see all the possible values (e.g. xlOpenXMLWorkbook has value 51).
Another useful tool is matlab's methodsview (or command line methods) which lets you see the signature expected by matlab.
