Hai,
I think you need to learn how to interface the sensor with your micro controller, but firstly determine your kind of sensor. You do not mention what kind of gases that you will sense. After that you should learn the data communication between micro and PC running matlab. Developing GUI in matlab is simple enough. There a lot of resources in internet dealing with that.
I hope this will help you configure out the steps that you should do. Perhaps the other people will answer more detail.
Regards
Toni