Reading Matrix in Parallel

I have been trying to use C++ and the Matlab Engine API to read in multiple dicom files into a matrix of multiple dimensions in parallel. For example, if I wanted to read in eight dicom files I woud start eight threads and use each thread to read each dicom file in parallel. However, after doing some testing and research I realized that these threads aren't running in parallel. According to this link it seems that only one thread can access the Matlab engine at a time. Is there any way to parallelize reading in multiple dicom files with Matlab and C++?

I would also like to perform processing on these matrices once they have been read. Would it be possible to process each matrix in parallel using Matlab and C++?