In Visual Studio, clicking Run does not compile the solution. It runs the program. To compile the code into a standalone executable you need to go to the Build menu and then select Rebuild Solution. Make sure the configuration says "Release" and that you have set up the Build/Configuration Manager to build the output executable in Release mode.
Once Visual Studio has built the executable, you can run the executable from MATLAB with the system() function. I believe it's the best way. Trying to have MATLAB launch Visual Studio, load your solution, and then run it from within Visual Studio will be A LOT harder. It's probably possible if you use ActiveX since most or almost most Microsoft programs can be controlled via ActiveX function calls. But it's a lot harder. Your best bet is to make the executable and simply run it with the system() function.
