How can I generate audio wave files of harmonic series/partials for a specific frequency in Matlab
use a for loop to save each frequency into a different named wav file, use string manipulation command num2str() of Matlab. The following will help:

clc; clear all; close all;

Fs = 44100;         % Sampling frequency
F0 = 200;            % base frequency
t = [0:1/Fs:0.1];   % time index
k = 0;              % harmonic index

for fsine=F0:F0:Fs/2
    x = sin(2*pi*fsine*t);
    filename = ['wav' num2str(k)];
    wavwrite(x, Fs,16, filename);
    k = k+1;  
 end