You have to edit TeX:config/ShowDVI.config (or the first ShowDVI.config in your ENV:TEXCONFIG path) manually, before you run ShowDVI. This is because once ShowDVI is run, it never re-reads its configuration file. This is an example of the end of your ShowDVI.config file:
f1 TeX:rexx/Start_TeX.sd f2 TeX:rexx/Start_TeX.sd ? f8 TeX:rexx/Quit_TeX f9 TeX:Rexx/CEDtoFront f10 TeX:rexx/WBtoFront
The function key f1 will compile the file currently shown using the format stored in ENV:TEXFORMAT (usually the last used). The function key f2 will prompt you for a format to be used, then compile. f8 will terminate the TeX-server. f9 may be used to pop the CygnusEd screen to the front. Same applies to Workbench with f10. Note that full pathnames are used: You are not required to put all these files in the Rexx: directory.