I have recently installed the Windows SDK but when I move to the the directory I can't find SetEnv.cmd. My OS is Windows 8.1, and the SDK is installed in Program Files (x86).
What I found out is that I didn't have successfully installed the SDK after all. I had to remove all the distributables 2010 and try again. Also see this http://www.mathworks.com/matlabcentral/answers/101105-how-do-i-install-microsoft-windows-sdk-7-1
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