I got the solution from MATLAB support.
Please see the following documentation page about the Custom Message Support Package: https://www.mathworks.com/help/robotics/ug/ros-custom-message-support.html?requestedDomain=www.mathworks.com
As mentioned in the page above, to download this support package please enter the following command: roboticsAddons
into the MATLAB Command Window and select to download the "Robotics System Toolbox Interface for ROS Custom Messages"
Afterwards, please use the following example to learn how to add a custom message type: https://www.mathworks.com/help/robotics/ug/create-custom-messages-from-ros-package.html
My attachment "mavros_msgs.zip" contains an example of the ROS package needed to create a msg type called "mavros_msgs/PositionTarget".
Extract the zip file to Desktop and run:
>> folderpath = '/Users/boshang/Desktop/mavros_msgs/'
If you see messages like this:
>> folderpath = '/Users/boshang/Desktop/mavros_msgs/mavros_msgs/'
Checking subfolder "msg" for custom messages. Warning: The folder name 'msg' does not match the package name 'mavros_msgs' specified in 'package.xml'. Rename the folder 'msg' to 'mavros_msgs'. > In robotics.ros.custommsg.internal.CustomMessageJAR/buildFolders (line 93) In rosgenmsg (line 42)
Checking subfolder "srv" for custom messages. Warning: The folder /Users/boshang/Desktop/mavros_msgs/mavros_msgs/srv does not contain a valid ROS package, because the 'package.xml' file is missing. Create the 'package.xml' file in this folder. > In robotics.ros.custommsg.internal.CustomMessageJAR/buildFolders (line 93) In rosgenmsg (line 42) No message packages were found in folder /Users/boshang/Desktop/mavros_msgs/mavros_msgs. Check to make sure the path to your folder is correct.
You'll need to run command: "cd .." to go back and run "rosgenmsg(folderpath)" again.