How can I deal with categorical variables in classification algorithms?

I am new to MATLAB.

I am trying to apply SVM, Logistic regression and ANN to my dataset that contains both numerals and categorical variables. In the case of SVM I have found CategoricalPredictors argument that takes care of the categorical variables automatically. However, for mnrfit and ann, I cannot find similar argument. How can I covert those categorical variables in the case of Logistic regression and ANN?