this concerns sbcl 1.0.22 for windows.
When I change into the installation directory and run sbcl.exe,
the following error message appears:
can't find core file at /usr/local/lib/sbcl//sbcl.core.
This is rather non platform compatible.
When the sbcl_home environment variable is properly set to point to the installation directory, everything is fine, of course.
I suggest, when sbcl_home is undefined, the exe should try to locate the core file first in the current directory and then in the directory where the exe is stored.
And when sbcl.core cannot be found anywhere to issue a non-unix like message.