In emacs you can do M-x cd to change the default directory.
I usually have 5 splits/windows, so the cd I do in the first split does't affect the others. What If I want the cd to affect all my splits/buffers. Is there an alternative command I can use?
There's nothing built-in but it's not too hard to write the function by hand:
(defun cd-all-windows (dir)
(interactive "Ddirectory: ")
(dolist (window (window-list))
(with-current-buffer (window-buffer window)
(cd dir))))
Put that in your .emacs
and you should be able to run M-x cd-all-windows
to get the desired effect.