I am a beginner in this area and would like to learn by self study. Please give me suggestions about how to start writing a protocol. I am thankful if anybody would suggest me some useful links or material for smooth learning.
There is actually a huge amount of Matlab documentation available on the web, making it pretty easy to use. I would start with these links here. After you understand the basic ideas behind development with Matlab, I would just start trying to write simple things. As you get stuck, this will quickly show where your knowledge gaps are. Then as you develop more specific questions, google them, and you will generally be surprised by the large amount of resources available to answer your question.