The solution is two steps:
For the local file, from the command line:
> enable
# configure terminal
#(config) policy local-path <url>
#(config) load policy local
For the forward file, from the command line:
> enable
# configure terminal
#(config) policy forward-path <url>
#(config) load policy forward
For the central file, from the command line:
> enable
# configure terminal
#(config) policy central-path <url>
#(config) load policy central