Is this because it's a complex problem ? I mean to wide and therefore it does not exist a simple / generic solution ?
Because every (almost) software making signal processing (Avisoft, GoldWave, Audacity…) have this function that reduce background noise of a signal. Usually it uses FFT. But I can't find a function (already implemented) in Matlab that allows us to do the same ? Is the right way to make it manually then ?
Thanks.
The question is, what kind of noise reduction are you looking for? There is no one solution that fits all needs. Here are a few approaches:
Low-pass filtering the signal reduces noise but also removes the high-frequency components of the signal. For some applications this is perfectly acceptable. There are lots of low-pass filter functions and Matlab helps you apply plenty of them. Some knowledge of how digital filters work is required. I'm not going into it here; if you want more details consider asking a more focused question.
An approach suitable for many situations is using a noise gate: simply attenuate the signal whenever its RMS level goes below a certain threshold, for instance. In other words, this kills quiet parts of the audio dead. You'll retain the noise in the more active parts of the signal, though, and if you have a lot of dynamics in the actual signal you'll get rid of some signal, too. This tends to work well for, say, slightly noisy speech samples, but not so well for very noisy recordings of classical music. I don't know whether Matlab has a function for this.
Some approaches involve making a "fingerprint" of the noise and then removing that throughout the signal. It tends to make the result sound strange, though, and in any case this is probably sufficiently complex and domain-specific that it belongs in an audio-specific tool and not in a rather general math/DSP system.