fread , fwrite , and fprintf are all similar to their C counterparts and are used to read and write data to a file. Each of these requires the use of a file identifier. These functions allow you to specify the format in which you would like your data read or written.
To find out more, take a look at the online help available for these functions. Also, there is a technical note describing how to load and save data in MATLAB which can be found on the ftp server under pub/tech-support/tech-notes/io1.txt.