1. Find all the .m files in the current folder and its subfolder(s).

   subdir=genpath('.'); %Find all the subfolders in the current folder
   filedir=regexp(subdir,pathsep, 'split'); %Split the char list into several cells, which contain the paths of every subfolder
   
   for i = 1:length(filedir)-1
       data_fn=dir([filedir{i},'\*.m']); %Find the .m files in every subfolder
       for j = 1:length(data_fn)
           path = [filedir{i},'\',data_fn(j).name]; % Find the path of every .m file
   
           % Your processing code for every .m file should be here.
   
       end
   end

Reference:
2019世界机器人大赛—BCI脑控机器人大赛 暨 第三届中国脑机接口大赛，matlab范例代码