Using a function without defining it in the code, but placing it in the current directory

Functions in MATLAB can be saved in the current directory and called without explicitly defining them again in the current code. Is that possible in Julia?

Julia does not know anything about the code in the current folder until you include them in the code.
If you save a function in a file called fun.jl you can load it with include("fun.jl").

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To complement, you probably could mimic this behavior by changing your Julia startup file to look at any .jl files in the folder it was called and proactively including them.