After unzipping the GMMtbx into the location your prefer (say C:\matlabfiles\gmmtbx), start Matlab and make sure that you will add the GMMtbx folder into Matlab's path.
Once the above step is completed, enter the following into Matlab's command prompt:
>>gmmgui
A window will pop up that looks like the following:
This is the interface that controls both the GMM estimation and testing. All its functions will be explained in this help.
Two are the thing that matter for now:
First, by clicking on the Help button you can access this help, while you are using the program.
Second, the default Estimation method is Unrestricted GMM. We will start by explaining this method, since this will explain all the main aspects you need to know in order to perform any type of estimation.