Start points are set for individual machining operations by right clicking the machining operation then selecting 'Set start point'.
When you regenerate the toolpaths for that operation, you should see the yellow direction arrows move closer to the start point (the arrows are displayed on the toolpath start points).
The start point is only a hint for the first toolpath start point for the machining operation. After that it will move in turn to the next nearest toolpath point as part of the optimisation.
If this doesn't help, feel free to upload a file so we can see better what you are trying to do.