Take a look at demo_fitting.m and demo_prediction.m, for examples.
The core functions for running the Bayesian Laplace propagation algorithm over the class of models specified in the article are within the core_functions folder. We also use a toolbox for initializing the time scale of the GP kernel, that is in the folder gpml_matlab by Carl Rasmussen and Chris Williams, http://www.gaussianprocess.org/gpml/code/matlab/doc/.