OK, Try this :
Copy and paste the example that is written in the example page. If it does not work, then you probably do not have the communications toolbox.
The communications toolbox, like all the toolboxes in the matlab, is loaded every time you open the matlab. But in order to be loaded it sjopuld be installed.
So check in the matlab licence that you have, if you have purchased it.
Most probably, if you still have problem with the example, you do not have this toolbox.