Elige, MATLAB Distributed Computing Server (MDCS) would be installed on the HPC server and you not on your local machine. The only thing you need on your local machine is Parallel Computing Toolbox (PCT) in order to be able to ship of jobs to the cluster.
If you are using a recent release of MATLAB click on Parallel on the toolstrip and click on Discover Clusters. PCT will then scan the network to see if there are clusters running MDCS which you can use. HTH.