For every Physionet database (https://www.physionet.org/cgi-bin/atm/ATM), if you want to download annotations for a specific file, you can choose the option "Show the annotations as text" in the field "Toolbox" and donwnload a .txt file which can be then imported to Matlab. If you choose "Export signals as .mat" in the same field, you can obtain the corresponding signals as well.

Help yourself by installing the PhysioNet WFDB Toolbox:

https://www.physionet.org/physiotools/matlab/wfdb-app-matlab/

rdann is probably the function you are searching for, to import annotation files (such as atr files) in Matlab:

https://www.physionet.org/physiotools/matlab/wfdb-app-matlab/html/rdann.html

Just read their documentation.

[fname path]=uigetfile('105m_n.mat');

fname=strcat(path,fname);

load(fname );

A=val(1,:);

x = A;

X=x(:,1:5000);

figure

plot(X)