That Cache class is not available in Cache 2008.2. However, it does work in Cache 2010.2 and 2012.2 so it is available in at least 2010.2 and later versions of Cache.

Also, that class call can be used to retrieve the current directory by not including the new path in the call, e.g.:

set oldPath=##class(%SYSTEM.Process).CurrentDirectory()

The current directory is now in the oldPath variable, e.g.:

w oldPath

c:\intersystems\cache\mgr\user\