Add the absolute path of directory containing the function files using addpath() function in Command Window of Octave.
Example:
addpath('~/Documents/FolderName/')
Install the signal package in Octave if not installed already.
Run the mfcc.m file to record audio and plot its MFCC. You can modify the number of coefficients to compute, choose a custom audio file instead of recording audio, change overlap %, etc in the code.
For a detailed theory on steps to compute MFCC, refer http://practicalcryptography.com/miscellaneous/machine-learning/guide-mel-frequency-cepstral-coefficients-mfccs/