The reason why you can't find the compiler is because you are using MATLAB R2008a. The C++ compiler you have downloaded is probably too new for MATLAB to use. My guess is that you are using Express 2013. See the following link on what compilers R2008a can support for MEX here:
http://www.mathworks.com/support/compilers/release2008a/
Specifically, for the Express edition of the Visual C++ compiler, it can only support up to Version 8.0. You are most likely using an Express edition that is newer than 8.0. As such, the only way for you to use the Visual C++ compiler with R2008a is if you download the 8.0 Express edition and install it.
You can find that compiler here: http://go.microsoft.com/fwlink/?LinkId=51410&clcid=0x409
Once you install the Visual C++ compiler, you also need to install the SDK. You can find that here:
http://www.microsoft.com/en-ca/download/details.aspx?id=6510
After you do this, you need to define the MSSdk
environment variable. To do this,
go to Control Panel -> System
then Advanced
and Environment Variables
. After, create a new variable with the name MSSdk
and the value being the path of where you installed the SDK. For example: C:\Program Files\Microsoft Platform SDK for Windows Server 2003
.
Good luck!