Hi Alfonso,
To clarify, I report my whole process I did
1. I unzip this file and copy the two .m files there to my conn distribution folder overwriting the files with the same name there
2. Then I input conn in matlab command window and start CONN.
3. I click the "new (import). From fMRIPrep dataset" option to import the data for all 151 subjects.
4. I check in the Setup.Covariates (1st-level) tab whether the QC_* covariates exist for all subjects.
Are there any step I missed? Sorry for that.

Thanks again
Hongru