Manually Windowing an IIR Filter in Matlab
In the classical world of digital filters, an infinite impulse response (IIR) filter is used for its computational efficiency while achieving supreme performance compared to a finite impulse response (FIR) filter. 

Usually, implementing an IIR filter happens in the time domain, with an architecture of direct form-I, II or else which provides a solution of the linear constant coefficient difference equation (LCCDE) describing the filter.

$$
\sum_{k=0}^{N} a[k]y[n-k] = \sum_{k=0}^{M} b[k]x[n-k]
$$

which is typically called an $N^{th}$ order LCCDE.

However, when there happens a need for implementing the IIR filter using time domain convolution instead;

$$
y[n] = h[n] \star x[n]
$$ 

then this requires the practical availability of the impulse response $h[n]$ of the IIR filter which is infinite length by definition. 

To obtain a finite length, FIR, approximation $h[n]$ to the IIR digital filter, first choose your analog prototype filter, then apply the necessary transforms to get the digital IIR equivalent filter coefficients $a[k]$ and $b[k]$, and compute the truncated impulse response $h[n]$ of this filter, from $a[k]$ and $b[k]$ to a length that's adequate for the purpose of application and finally apply a further windowing to $h[n]$ if that's necessary...

The following MATLAB/OCTAVE command will give you a length $N$ truncated impulse response from IIR coefficients $a[k]$ and $b[k]$ with zero initial conditions.

h = filter(b,a,[1 zeros(1,N-1)]);