As others have said, you need to start using your MATLAB search path. Once you put a file in your own personal search path, it will be always accessible. Make sure you save the search path. You will use the tools addpath, savepath, pathtool, etc.
Be careful. Do NOT put your files in the MATLAB directories that came with MATLAB itself. Even if you have write permission in those directories, do not use those places to save your files. This is important. If you do not heed my warnings, then you ill find your files will not seem to have changes implemented in them when you modify your files. You would virtually be forced to quit and restart MATLAB to see any changes. (Or you would need to learn about the toolbox cache.)
A virtue of putting your files in you own separate directories is now when you upgrade MATLAB, all you need do is make sure the search path is also set with those directories on the path, and your files will become accessible to you in the new release.
All of this is NOT the same thing as making a function built-in, in the sense that it is now part of MATLAB itself. (You don't really want that anyway.) However, your files will be as accessible as if they were built-in.