How to genrate a pdf emperially of a normally distributed vector.

I have a data set X, which is a vector, mean also a vector and covariance matrix. How do I find the pdf, i.e normal(X;mean(vector),Covariance(matrix)). I used the normpdf() in MATLAB but it returns a square matrix whereas the output should be a vector. For eg if I had a 2x1 vector for X and a corresponding 2x1 mean vector and a 2x2 covariance matrix, I am not able to find a function in matlab that could caluculate the pdf. Alternatively I used the random number generation method on this but I am not sure if I'm right. It goes like, pdf(x) = X + (mean + cov*randn(n,1)). Please give your feedback about this and how I can generate a pdf whihc is of the form p(X;mean,covariance).

Thank you.