I want to add updated information about this problem:
I tried with another module (HC06) and then it did conexion through Putty! so basically I confirmed that the module is sending data to serial port, which it wasn´t like that with HC05. but the problem with MatLab is still there... bacause when I try to comunicate through the same COM (COM5) that was confirmed with Putty, it gives me this error:
Open failed: Port: COM5 is not available. Available ports: COM1, COM4. Use INSTRFIND to determine if other instrument objects are connected to the requested device.
although I have caution with closing the putty program before I open matlab.
also, I confirmed that the module has a continue light on when is connected with putty and this doesn't occur with matlab, which makes me assume that Matlab is not trying at all to comunicate with HC06.

one more thing. when I try by changing the baudrate, gives me this error. which as you can see it´s not coherent:
"Open failed: Port: COM5 is not available. Available ports: COM1, COM4, COM5, COM8. Use INSTRFIND to determine if other instrument objects are connected to the requested device."
someone have any idea? it's very important project to me, so any ideas would be appreciated!