The SetFilePath doesn't seem to specify where to store the pdf (maybe this is where to store the export instructions??). I believe the pdfis storedin your working (start in) directroy by default and I haven't figured out how to store it anywhere else, yet.
Don't know its the right to direct export from a drawing. But I have no Pro/E Lic. right now to check it.
In WF5-API setFilePath described as "The name of the output file.". Often u can use path in this description. Sometimes it's only the name and u must set the working directory path to the right location. Don't forget to reset the working directory.