Basically, install the GPU coder. By default, most of the neural network function will use your GPU instead of CPU. Expect to reduce computation time by a factor approx 10 (for quadro 1000m). If you buy more powerfull graphic card, then things may gets very fast.
BTW, Matlab is quite limited for Neural Network studies. You better use a dedicated framework, but of course you will loose all the Matlab facilities.