As far as I know, it’s been designed for binary, but you can easily write a 1-vs-all multi-class classifier for it.

Cheers, Amir

is it possible to use this package for supervised multi-class classification problems?
Have you ever tried?

In fact, you can use any sort of files as you like, just load your data into MATLAB and create a data object. All methods work with data objects. However, if you want to use the leading functions which comes in sample code section, try to download one of the challenge files and see it’s format, e.g. http://www.modelselect.inf.ethz.ch/datasets.php

Cheers
Amir