There are a few places where you can specify to use syzygy table bases in Lc0.
I named the syzygy folder "Syzygy" and stored the folder directly in the Leela folder (where lc0.exe resides). So you have not to care for the full path-name.
1) In the screenshot above you see it as command line parameter "--syzygy-paths=Syzygy" in a Windows cmd Datei (Lc0withSyzy.bat) I set up with a text editor for test purposes.
2) The second method is to place "syzygy-paths=Syzygy" in a configuration file named "lc0.config" which I set up with a text-editor and stored in the Leela folder.
This is a good method which I recommend. When lc0.exe starts from anywhere it looks into lc0.config and finds "syzygy-paths=Syzygy"
3) You may use in a cmd windows the Lc0 UCI command "setoption name SyzygyPath value Syzygy"
To prove the proper use of Syzygy
enter "go depth 1" into a command window (e.g. after double clicking lc0.exe or in a Lc0 .bat file).
Before Lc0 first starts calculating it loads the syzygy TB (see screenshot above) or outputs an error before loading the network file:
"Loading Syzygy tablebases from Syzygy
"Found 510WDL, 0 DTM and 510 DTZ tablebase files." (with 6 men TB)
A good sign that Lc0 uses the syzygy TB you may see in endgame positions after a go depth xx /infinite command in the "info line depth .... tbhits..." tbhits unequal zero.
In the Arena GUI there is a field TBHits which counts the hits during a search.
As I posted already on other places in this forum, Lc0 with syzygy TB plays endgame positions in my experience weird, shuffling around or give up material to transpose to "less complex " positions. But fortunately (with the help of the 50 move count?) mostly (?) Lc0 stops playing "silly" moves just in time to finish to a win!!!
I tested Lc0 in a KBN vs. k end game position and Leela shuffled around for some time in 5 games -against SF9 defending- but mated in all 5 games nearly the with the latest possible move before drawing because of the 50 move rule (e.g. 50. Nc8 #)