Converting a C++ code to mex file and using Make.m script

So i have a code, basically it is a C++ code. This code apparently has to be compiled with the make.m MATLAB script.
What exactly does this mean? Where do i get the make.m script?
Further, the binary fille uhdinterface.mex needs to be added to MATLAB's path. SO will the .mex file be automatically created after the above first step?
All this is required to interface MATLAB with USRP devices.

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