Rational Developer for System z
PL/I for Windows, Version 8.0, Programming Guide

PATH

Use the PATH environment variable to specify the search path for EXE and CMD files not in the current directory.

  set path=c:\ibm;d:\project

You can specify one or more directories with this variable. Given the preceding example, the current directory is searched first, followed by c:\ibm and then d:\project.

Rational Developer for System z
PL/I for Windows, Version 8.0, Programming Guide