Why is matchall not defined?

Did you check also how many years those references where published? Julia 1.0 was released in August 2018, any “reference” older than that should be taken with a pinch of salt.

Today you probably want to use eachmatch instead:

julia> eachmatch(r"[a-z]", "is a letter")
Base.RegexMatchIterator(r"[a-z]", "is a letter", false)

julia> collect(eachmatch(r"[a-z]", "is a letter"))
9-element Vector{RegexMatch}:
 RegexMatch("i")
 RegexMatch("s")
 RegexMatch("a")
 RegexMatch("l")
 RegexMatch("e")
 RegexMatch("t")
 RegexMatch("t")
 RegexMatch("e")
 RegexMatch("r")
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