How to set WordPress in different directory in the server?

If I understand your question, to make WordPress available at http://nadavvin.com but have the actual WordPress files in a folder called ‘he’, just change, in Options->General, the WordPress address (URL) to http://nadavvin.com/he and the Blog address (URL) to http://nadavvin.com and put this index.php file in your web-root folder (it is the same folder that contains the ‘he’ folder)

<?php
/* Short and sweet */
define('WP_USE_THEMES', true);
require('./he/wp-blog-header.php');
?>

This particular setup is described at: http://codex.wordpress.org/Giving_WordPress_Its_Own_Directory