The Linker Object Libraries... menu item brings up a dialog box.

    Enter a directory specification into the Directory field and
    click on either of the Append or Add Before Selected buttons
    to add the directory in the appropriate place in the Directory
    List field. The Directory List field contains a search list of
    directory specifications, one directory specification per line.

    If Linker Object library information exists for the current context,
    that information is shown in the Directory List field when the
    dialog box is managed. Delete items from the directory list by
    selecting the appropriate item(s) in the Directory List field and
    clicking on the Delete Selected button. The OK button accepts the
    directory list and dismisses the dialog box. The Cancel button
    dismisses the dialog box without changing the linker object library.

    Click on the Select... button to specify the directory.