Exporting shapes from Matlab to a .tex file is a matter of exporting the shapes to the appropriate format, and then including the drawing file in a .tex file. Would something like the code below work for your needs?
Using LaTeX to generate dvi:
% Include code to write text to .tex file (fid is assumed to be the file id of the .tex file)
print(gcf,'figure1','-depsc','-r100');
fprintf(fid,'\includegraphics[width=4in]{figure1.eps}\n');
Using pdfTeX to generate pdf:
% Include code to write text to .tex file (fid is assumed to be the file id of the .tex file)
print(gcf,'figure1','-djpg','-r100');
fprintf(fid,'\\includegraphics[width=4in]{figure1.jpg}\n');
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