Hi
You can use num2str() and change the number during every loop. I tested using Matlab R2016a with this code and LEDs hooked up an Arduino on pins 3-5.
for i = 3:5
writeDigitalPin(a, ['d' num2str(i)] , 1)
pause(1)
writeDigitalPin(a, ['d' num2str(i)], 0)
end