Please help:I have shape file but matlab can not read it

I have a shape file for US county from http://www.gadm.org/country but Matlab can not read it.

data = shaperead('USA_adm2.shp','UseGeoCoords',true,'Selector',{@(name)strcmpi('pennsylvania',name),'NAME_1'});
geoshow(data)

when I run it I got the following error

 Error using openShapeFiles>checkSHP (line 67)
Unable to open both USA_adm2.shp and USA_adm2.SHP.
Error in openShapeFiles (line 18)
[basename, ext] = checkSHP(basename,shapeExtensionProvided);
Error in shaperead (line 208)
    = openShapeFiles(filename,'shaperead');
Error in Untitled5 (line 1)
data = shaperead('USA_adm2.shp','UseGeoCoords',true,'Selector',{@(name)strcmpi('pennsylvania',name),'NAME_1'});

what should I do in this case?

Thank You in advance

[NA NA]

you need mapping toolbox