If you wish to assign those weights in the beginning and keep them as constant, you can set the ‘WeightLearnRateFactor’ property as 0 (which defines the learning rate for that layer) for those layers.
convolution2dLayer(3,1,'Padding',[1 1 1 1],'WeightLearnRateFactor',0);
You may refer to this link to learn more about such properties.
Or if you want to fix certain weights to some layers in a trained network , then directly assign those layers the values after training the network.
net = alexnet;
layer = net.Layers(1)
layer.Weights = randn(11,11,3,96);