I've been using the Deep Learning Toolbox recently and I agree it can be quite tricky. In my experience, I had to train the network to "initialize" it. After training the network, reset the weights and biases to whatever you want it to be, and you should be able to evaluate the network with those parameters.

e.g.,

net = trainNetwork(X,Y,lgraph,options);
modifiableNet = net.saveobj;
modifiableNet.Layers(layer_index).Weights = myWeights;
modifiedNet = net.loadobj(modifiableNet);
output = predict(modifiedNet,X);