What do you mean by horizontal scroll? I don't think I've ever seen a mouse with a horizontal scroll wheel, though I'm sure they exist. If they do though I'm not sure Mathworks has support for them.
WindowScrollWheelFcn reacts to the mouse wheel scrolling, it is neither horizontal nor vertical as such other than that your mouse wheel is usually oriented in a way that would intuitively be considered as vertical for e.g. scrollbars.
