set mail-file

SET MAIL-FILE filename  -  define the main mail file
Usually:      ~/mbox

The MAIL-FILE variable defines your main mail file, the one to which new
  mail is written.  Normally this is a file called mbox in your home
  directory (the symbol ~ represents your home directory in Unix).

The command GET defaults to MAIL-FILE.  Use GET with a filename to look at
  any mail file; GET without a filename gets the MAIL-FILE.  When MM starts
  up it normally GETs the MAIL-FILE automatically.

For more help, type "help" and one of the following:
(at any prompt:)  save-init   set   show   set mail-directory
                  set incoming-mail   set auto-startup-get
(at the MM> prompt:)  get   examine