There should be a space between mex and -setup like mex -setup. If there is another special character between mex and setup without a space, the same error is occured.
MEX [option1 ...
or (to build an Ada S-function):
MEX [-v] [-g] -ada .ads
Use the -help option for more information, or consult the MATLAB API Guide.
\matlabroot\BIN\MEX.PL: Error: No file names given.