You cannot import vector graphics directly. Please send an enhancement request to TMW.
You can use GhostScript to import a PDF in a wanted resolution and obtain the resulting pixel image. You can of course import an EPS file in text mode, but then the problem remains that most likely you do not just want to import the file, but display it also, such that actually the rendering is the problem. And again GhostScript can be a solution.
Another method is to open an ActiveX object in a Matlab figure, e.g.:
FigH = figure;
h = actxcontrol('AcroPDF.PDF.1', [10, 10, 400, 400], FigH)
h.move([5, 5, 410, 440]);
By a similar way a HTML browser window can be embedded into a Matlab figure, such that an SVG-file can be displayed seamlessly (when SVG is supported by the used browser). Unfortunately, these are platform specific commands and there is not Matlab function to do this transparently.