This is likely a permissions issue on your computer. There are two easy ways around this.
- Either run MATLAB as an administrator (to have sufficient write privileges to install in the default location) or
- Change the installation folder to somewhere anyone can write to (Preferences > Add-Ons).
The default path is the Documents folder, but on my machine, for example, that is a protected networked location.
To run as an administrator, rt click on the shortcul and select Run as Administrator