To label the x- and y-axis, you can use xticklabels and yicklabels in this case.
To highlight the diagonal elements, you can create a patch object.
close all; clear all; clc;
a= [
0 0 0 0 1 0 -1 0 -1 -1 0 1 -1 0 0 1 -1 0 1 0 1 -1 0
0 0 1 1 1 0 0 -1 0 0 0 1 -1 1 -1 -1 1 0 -1 0 -1 1 0
-1 -1 0 0 0 0 0 1 0 1 0 0 -1 1 1 -1 1 0 -1 1 -1 1 0
1 -1 0 0 -1 0 -1 -1 0 0 -1 1 0 0 0 -1 1 -1 0 -1 -1 0 1
0 1 -1 0 0 0 -1 1 -1 -1 -1 1 0 0 0 0 -1 0 0 -1 1 0 0
1 0 0 1 0 0 -1 -1 0 0 0 1 -1 0 0 -1 1 -1 0 -1 -1 1 1
-1 0 -1 0 1 0 0 1 0 1 0 -1 -1 1 1 0 0 0 0 1 1 0 0
0 0 -1 0 0 0 1 0 0 1 0 0 1 -1 0 1 0 -1 1 1 -1 1 -1
1 0 0 0 -1 0 0 1 0 1 -1 -1 -1 0 0 -1 -1 -1 0 0 -1 1 0
1 0 1 0 1 0 0 1 0 0 1 1 -1 1 0 -1 0 0 0 0 -1 -1 0
0 0 -1 -1 0 0 0 -1 0 -1 0 1 1 0 1 -1 1 -1 -1 -1 -1 0 0
0 -1 -1 -1 1 0 0 -1 0 0 0 0 1 1 0 -1 1 0 0 -1 -1 0 1
0 0 1 0 -1 0 -1 0 0 1 -1 -1 0 0 -1 0 -1 0 -1 1 1 1 1
-1 0 0 1 1 0 -1 -1 0 -1 -1 1 -1 0 -1 0 0 1 0 1 1 0 1
0 -1 -1 0 1 0 -1 -1 0 -1 0 0 -1 0 0 -1 1 0 0 1 0 0 -1
0 -1 0 -1 -1 0 0 -1 0 0 0 -1 1 1 0 0 1 0 0 -1 -1 0 0
-1 0 -1 -1 1 0 0 1 0 1 0 -1 1 1 1 -1 0 0 -1 0 0 -1 -1
-1 0 0 1 0 -1 -1 -1 0 -1 -1 1 -1 0 0 0 0 0 -1 1 1 1 1
0 -1 -1 0 1 0 -1 -1 0 -1 0 0 1 0 0 1 0 0 0 1 1 1 -1
1 1 -1 0 -1 0 -1 1 0 1 -1 -1 -1 0 1 0 -1 -1 0 0 1 0 -1
0 -1 1 1 0 0 -1 -1 1 1 0 -1 -1 1 0 -1 1 0 -1 0 0 1 0
0 -1 -1 0 1 0 0 1 0 1 0 0 -1 1 0 1 1 0 -1 0 -1 0 -1
1 1 -1 1 -1 0 0 0 -1 1 0 0 -1 0 -1 -1 -1 0 1 1 1 1 0];
imagesc(a)
colormap(hot(3))
colorbar
[m,n] = size(a);
xtl = cellstr(char(64+(1:n).'));
ytl = cellstr(char(96+(1:m).'));
xticks(1:n)
xticklabels(xtl)
yticks(1:m)
yticklabels(ytl)
m = min(n,m);
x = (1:m)+0.5*[-1; -1; 1; 1];
y = (1:m)+0.5*[-1; 1; 1; -1];
p = patch(x,y,'g','EdgeColor','none','FaceAlpha',0.3);
