I need to compute a double integral using MATLAB I'm not good at programming. I believe you just have to use this function called integral2 http://www.mathworks.com/help/matlab/ref/integral2.html But I'm not sure how to use it, even after searching up for examples online. I don't know how to define the function.
I'm using this site to run the MATLAB. http://www.compileonline.com/execute_matlab_online.php

The site that you are using uses free analogue of Matlab: GNU Octave. There you can use function dblquad http://www.mathworks.com/help/matlab/ref/dblquad.html.
dblquad(@(x, y) exp(x.**2 .* sin(y)), -1, 1, -1, 1)