This is the solution I found
% Plot the Confusion Matrix
hold off
f = figure(1);
cm = confusionchart(targets,predictions,...
    'ColumnSummary','column-normalized','RowSummary','row-normalized',...
    'Title','PNN Confusion Matrix','Parent',f);
% Plot the ROC plot
classes = ["MyClass 1","MyClass 2","MyClass3","MyClass4","MyClass5","MyClass6"];
figure(2)
roc = plotroc(targets,predictions);
tmp = get(roc,'Children');
lgnd = tmp(2);
lgnd.String = cellstr(classes);
figure(3)
ax = zeros(2,1);
for i = 1:2
    ax(i)=subplot(1,2,i);
end
% Modified MathWorks Support Team code
for i = 1:2
    figure(i)
    h = get(gcf,'Children');
    newh = copyobj(h,3);
    for j = 1:length(newh)
        %posnewh = get(newh(j),'Position');
        possub  = get(ax(i),'Position');
        set(newh(j),'Position',...
            [possub(1) possub(2) possub(3) possub(4)])
    end
    delete(ax(i));
end
close([f roc])
ft = figure(3);
tmp = get (ft,'Children');
lgnd = tmp(2);
lgnd.Location = 'best';

