Open an elevated cmd prompt

Open an elevated cmd prompt and regsvr32 MatroskaSplitter.ax, you should be able to use it in GraphStudio afterward.

DirectShow is a COM based framework so objects and interfaces can be globally registered (what regsvr32 does) or just available to a specific exe.  As a project, MPC-HC is structured so that each filter can be used either way.  The default, [I imagine] because it’s much easier to deploy, is to include each filter in the compiled binary so the standalone filters need to be registered separately to be used in other applications.