Either variable d or e exists already and is not a structure.
d.(k)= uint8(b) .* uint8(b>180);
The above line is a problem: k is a number, and using a number as a dynamic field name is not supported. You might want d{k} as suggested by your later use of d{k}
e.(filename)=d{k}(d{k}>0);
You constructed filename from an entire path including directory. It is likely to be too long for a field name, and it will include path separators which are not valid for field names. You would probably be better off storing the filename in a data structure and using a numeric index for what you are storing separately.
save([filename, 'threshold', '.mat'], 'd.(k)')
filename ends in .jpg so you would be constructing a new filename that might look like
C:\Users\Udi\Desktop\3rd Year Project\2. GMM\new folder\rhinos.jpgthreshold.mat
which is unlikely to be what you want.
It is also not possible to save() part of a variable, only an entire variable. You can save all of d but to save the current d{k} you would have to assign that to a variable and save the variable.
e.(filename)=d{k}(d{k}>0);
The right hand side of that is probably valid, but be warned that it produces a vector result in which you cannot tell where the values came from. Is that what is desired?
b = I2(:,:,1);
It is a bit confusing to name the red channel b
