I assume you're talking about de-noising by thresholding the detail coefficients of the wavelet transform. wden does do this. You've not specified however whether it is hard or soft thresholding.
For not wanting to reproduce matlab's help here,
help wden
Will give you what you need on how to use the function. Given the information you've provided, and the assumption that soft thresholding is appropriate; (as it is with most methods except Donoho's Visushrink, referred to by wden as 'sqtwolog')
[s_denoised, ~, ~] = wden(s, 'minimaxi', 's', 'sln', 2, 'db4');
Should give you what you want. This does also assume you're not interested in the decomposed wavelet tree