VMS Help DECset, Context File, SET_DIRECTORY  *Conan The Librarian (sorry for the slow response - running on an old VAX)

  The SET_DIRECTORY statement is used to specify a directory to be used
  for a particular purpose.

  Format:

       SET_DIRECTORY setting

  where setting can be one of the following:

       SOURCE directory[,...]
       EXECUTABLE directory
       LISTING directory
       OBJECT directory