Extracting different frequency bands (alpha, beta, gamma) from brain activity data
MATLAB's fft returns the FFT of the columns of a matrix X, so by transposing your input matrix before feeding it to the algorithm should work fine: F = fft(X.'); and then you will have the FFT for each channel of yours.

The FFT can be used to obtain the power spectrum. Here is a link with examples and explanations.

Once you have your power spectrum, then there are plenty of ways to extract different frequency bands (mostly based on filtering).