Past experience has shown that students get a lot more out of the course, if they understand Matlab well and have already already quite a bit of experience. The following may help to get you started or improve your Matlab skills.
The best way to learn a programming language is to use it. So in preparation to the course, try the following.
Write a program (without using any Matlab modules) that
(i) simulates data for a least-squares regression problem with multiple explanatory variables,
(ii) does the regression and calculates standard errors,
(iii) creates a figure that plots what the 1st regressand explains, the 1st & 2nd, the 1st, 2nd, & 3rd, etc.
Write a program (again without using any Matlab modules) that
(i) simulates data for a VAR,
(ii) estimates the VAR (write the program such that you can easily adjust the number of lags), and
(iii) calculates the impulse response functions if you use Cholesky decomposition (or just the IRFs associated with the reduced-form shocks)
In addition, some assignments will make use of Dynare. You can find the Dynare user guide here.