It seems to still be an issue with no straightforward solution. It took me a lot of searching, reading and trial and error to get a compiler to be recognized by mex.
In a nutshell, matlab 2013 doesn't support windows 8 SDK, but windows 7 SDK does not (easily) install on windows 8.
What worked for me:
The win7 SDK doesn't install on windows 8 because more recent versions of the Visual C++ 2010 Redistributable are already installed by default on Windows 8. You have to manually (from the control panel/programs/uninstal ...) uninstall all flavors of VC++2010 redistributable (x86 and x64).
See this Microsoft article for details on how to do that.
After that I could install the SDK for win7 and got the compiler to be recognized by mex.
Note:
I run on win8 32 bits, so what worked for me may not be perfect for everybody. During my searches on the subject i also noticed that many people often stumbled on 2 other setbacks:
During the setup of win 7 SDK, .NET 4 doesn't install. => This is because .net4.5 is already shipped in windows 8. Again, uninstall .net4.5, then reinstall win7 SDK. (you can even reinstall .net4.5 if necessary after everything is done).
Once everything is installed and mex happily found the compiler, error are raised during compilation tentative about a missing ammintrin.h. You may have to install MS Visual Studio C++ 2010 express then upgrade it to SP1. In this case follow the nicely detailed instructions in this Matlab central article.
This last article linked seem to offer a complete solution, i didn't refer to it first in my answer because in some case (my case for example), only part of the setup described was necessary, so there was no point uninstalling/reinstalling a bunch of stuff. But be prepared that you may have to go though all of it ...
