The Octave documentation on this subject is both intimidating and sparse.
I did not know where else to document the solution I found, so I am posting here. I apolog
Just to add that if you want to run a script instead of an m function, then the line of the embedded.cc:
octave_value_list out = feval ("your_custom_m_file", in);
should be:
octave_value_list out = feval ("your_custom_m_script");
Also use 'which' to find where the missing functions are packed. For example for the min function:
octave:22> which min
min is a function from the file C:\Octave\Octave3.6.2_gcc4.6.2\lib\octave\3.6.2\oct\i686-pc-mingw32\max.oct