In most database management systems, you have a server configuration file that configures various aspects of the server. In Greenplum Database (as in PostgreSQL) this file is called postgresql.conf. This configuration file is located in the data directory of the database instance.
In Greenplum Database, the master and each segment instance has its own postgresql.conf file (located in their respective data directories). Some parameters are considered local parameters, meaning that each segment instance looks to its own postgresql.conf file to get the value of that parameter. You must set local parameters on every instance in the system (master and segments).
Others parameters are considered master parameters. Master parameters need only be set at the master instance, and the value is passed down to (or in some cases ignored by) the segment instances at query run time.