>> If you need to call functions X1, X2, or X3 from anywhere within your code (from your mymenu.mpr, or from a
form that is brought up from the menu) you can just call it and use it. There is no need for a SET
PROCEDURE TO MAIN.PRG<<

Missed again? Menu is not the subject here, but as a sort of example. I used MENU here to give details. To understand this better, try to follow this instructions:
1. Open one project
2. Select the PROCEDURE file
3. Right click on the selected file (see the popup menu?)
4. These are what appears on the bar: expand all,exclude/include,set main...
5. if "exclude" appears then your program wont need to see the procedure, but if "include" appears, you application will have to search for that "file".
Try this in your project and discover the difference between the "include" and "exclude".