It doesn't matter. I set it in config.g. If you find that you get best results using different values for different filaments, you can put it in the slicer start GCode instead.
You can change it on-the-fly by sending the M572 D0 Snn command from the GCode Console of DWC, or over USB, or from PanelDue. It takes a few seconds for the new value to take effect.
Note, if you use high values of pressure advance (e.g. above 0.4) then you may need to reduce retraction, to avoid over-retraction.