Hi David.
Wealth-lab only works with stock market data.
Intraday data from forex is too much and the neural network can process that amount of data in neurolab (I thiink. I am not sure). But even if you import the data in a csv file into that software, and train your neural network, the indicator you get from it cant be of much help in metatrader. you only can use it in wealth-lab for stock market algorithms. nevertheless now that you put me to think on that , I realize that you can get the trained weghts matrix a neural network gives as output after trained, but I dont know how to conver that into a indicator for wealth lab.
you can find wealth-lab at
Wealth-Lab Technical Analysis, Charting and Trading Systems