Usage of fpe akaike's final prediction error on new data

Hi, I am little confused. The usage of this function should be:

FPE = fpe(my_model);

on the guide there is written:

"If you use the same data set for both model estimation and validation, the fit always improves as you increase the model order and, therefore, the flexibility of the model structure."

which seems perfectly correct to me but how to pass new data and the model to the function is not explained: how can I do that if its input is only the model?