I've made some progress in my understanding of this issue, I think, so I thought I would post my updated understanding and subsequent question.

The files in the directory /preprocessing/presults with the prefix "DATA" seem to have the right dimensions to be my filtered data.  I don't know offhand how I make .mat files into .nii files, but I can investigate that.  If the conn users have somewhere helpful to direct me, I'd take the advice.  

Thanks again,
Katie