You can use msgbox() . If you look at the documentation for msgbox() you will see there is a way to configure using 'tex' interpreter to help with outputing symbols.
You will need to use compose() or sprintf() to construct the message. When you do that, be careful, because compose and sprintf both expect \ to be the introducer for "escape characters", such as \n coding for newline. That is a problem when you are trying to build up tex commands. You will need to code \\ in each place you want \ to be present in the tex .
Note that interpreter latex is not documented as being supported; however when I examine the code in R2020a, I see that latex is implemented.
