How to set config.pro path

I think this isn't possible.

Creo has a series of places it looks for config.pro files and I don't recall that they can be set independently of where the Creo xtop.exe process is started. You can create a mapkey to load more configuration options from any location that you like and the file can have any normal file name - I prefer to use .txt files so that the text editor can be easily used. Creo doesn't care if a .txt file is loaded from the Config options menu.

Creo looks in the (1) install directory (where the executables are stored), (2) your home directory and then (3) the Start In directory that's usually part of a WIndows short cut in the icon you clicked on or the Start Menu.

My preference is to edit the one in the Start In directory to add a mapkey that lets me load configs from other locations.

Reference: http://support.ptc.com/help/creo/creo_optm/usascii/index.html#page/optm%2Foptions_modeler%2Ffund_five_sub%2FAbout_Configuration_Files.html%23