Important links:
http://www.dynare.org/download
Instructions to start working with dynare and Matlab
1. Download Dynare from http://www.dynare.org/download, install into ...\dynare\4.1.3
2. Download examples from this page, unzip into E:\...\Examples\
3. Run Matlab. File -> Set Path -> Add Folder -> browse ...\dynare\4.1.3\matlab -> save -> close
4. In Command Window in Matlab type cd E:\...\Examples
5. In editor open the desired file, for example, GrowthApproximate.mod (Do not forget to say Matlab "all files" as extention *.mod is not typically recognised by Matlab.)
6. In command window type: dynare GrowthApproximate