Matlab: is a highpass filter what I want, to obtain my required spectrogram? How do I design/apply this? (pic included)
If you don't have any specification for the filter besides the cut-off frequency, I believe the simplest way is to use the fir1 function. Note that the frequencies are normalised to half the sampling rate. For example:

b = fir1(n,20e3/(250e3/2),'high'); %Wn = Cutoff_req/(Fs/2)
figure; freqz(b,1,[],250e3); %visualize the filter if you wish
FilteredData = filter(b,1,audioData);


If you wish to have more control over the specifications (attenuation, ripple, etc.), I suggest using fdatool.