Invalid characters like colon(:) cannot be used in the name of a file or a directory on Windows. The full set of invalid characters can vary by file system. For example, on Windows-based desktop platforms, invalid path characters might include ASCII/Unicode characters 1 through 31, as well as quote ("), less than (<), greater than (>), pipe (|), backspace (\b), null (\0) and tab (\t).
Are you running this from inside a MATLAB directory (ie. where MATLAB is installed)? Try from a different location, such as your home directory.