Although MEX files are similar to shared libraries in their binary form, they have only one specific entry point (namely, mexFunction) and can have data only passed in as MATLAB-managed mxArrays. Therefore, an arbitrary shared library cannot function as a MEX-file, but you can create a wrapper MEX function to call into a shared library.
I am not familiar with Gnumex, but since it is developed by a third-party, use it with a pinch of salt.
