Sorry about that,
I've been trying really hard to find any solution from other answers, but or I don't understand them or it doesn't work.
I've also red that is bad to dynamically use 'eval' and 'sprintf', however, even though I'm willing to learn, I am not able to do in another way (and I've tried it).
I've many .txt file:
% Load .txt files into workspace
files = dir('*.txt');
eval(['load ' files(i).name ' -ascii']);
%% I dynamically try to do something with my variable
filename = files(i).name(1:end-4);
temp = eval(sprintf('X%s\_1\_ABC\_ABCD\_ABCDE\_ABCDEF',filename));
threeD_matrix (i,:,f) = temp;
Warning: Escape sequence '_' is not valid. See 'help sprintf' for valid escape sequences. Error using eval Undefined function or variable
Thank you so much for your help!!!!!