You cannot set the CWD inside a .desktop file. If you want an application to have a specific CWD, you will need to write a simple wrapper script for the application, that looks something like this:

#!/bin/sh



(cd /where/you/want/it/to/be && exec your_program)

You can replace your_program there with $@ and run the script with your_program as an argument, like run-in-dir.sh your_program. This way you can use the same script to wrap any program you want to start in that directory.