The first one on the list can only be used if you are using 32 bit Windows version of MATLAB.
The second one, SDK 7.1, can be difficult to install if you are using Windows 10.
The other ones are commercial (not free). You cannot use any of the Visual Studio "Express" or "Community" editions for a release that old: SDK 7.1 was the "Community" edition of those days.
Once you have installed a compiler (or chosen to use lcc), go to the MATLAB command line and command
and follow the prompts to register your compiler with MATLAB. If you run into problems, post the output of the mex -setup -v operation.