working directory in gnuplot

How do I specify the **working directory** for **gnuplot** in interactive mode? If I want to call a script with "call 'label_loop.gnu'" and do not want to put the script file in the gnuplot installation folder, do I need to specify the full path each time? I think the following would be the case with normal usage. "I put the data or script I want to load in any directory"-> "I plot it in interactive mode"-> "I want to adjust the position of the label (preferably) with the mouse action"- > "I copy and paste the previous commands and I create a batch file"-> "GnuPlot converts the output to PDF"