Which folder do the .set files go in?

My Market Watch only offers the GER40 symbol, how do I load GER30? 

The GER40 is in fact, the GER30.

It's just that many Market Makers have not updated their systems.

Originally the DAX consisted of 30 Blue Chip German Stocks, where it was called the DAX 30.

Now?

The DAX now consists of 40 Blue Chip German Stocks, where it is now called by its correct name and that's the DAX 40, GER40 and ALL of the other symbols the DAX goes by, which will eventually have the number 40 added to it.

And your .SET Files can go in any Folder (in your OS) of your choice.

I have simply named mine thus as seen in the attached screenshot and saved it in a folder called:

TenKei