Hi zyselvis,
Can you confirm if you have downloaded the right " MATLAB Support Package for Arduino Hardware " from this location ? Alternately, you can also download the MATLAB Support package from your MATLAB Command prompt by typing 'supportPackageInstaller', choose 'Install from Internet' option and then choosing the MATLAB Support Package under Arduino option.
You may already know this, but stating it again. MATLAB Support Package is different from Simulink Support Package for Arduino. The 'arduino' function is a part of MATLAB Support Package for Arduino and not Simulink Support Package.
Cheers, Abhishek