After selecting "Load..." under "File", navigate to "OnlineSupplement_Figure2.mat".
Under "Probabilistic specifications", under "Mixture-based", select the radio button next to "From file:".
"OnlineSupplement_Figure2.txt" should already be listed here. (If not, select "Load..." and navigate to this file.)
Under "Figure", if "Over last figure" is selected, deselect it.
Also, change the "Color scheme:" to "Default".
Then select "Visualize".
This should give a version of Figure 2 of the Online Supplement to the paper.