The Historical screen (Game Menu >> Advanced section >> Setup and Options >> League Setup tab >> Historical tab) allows you to change the historical settings within your leagues. This sub-screen is only visible if the currently selected league is a historical league. These settings are nearly identical to the ones described during the game creation process. The one exception is the existence of a Historical Database Path in the Historical Rookies Options section:

This is the path to wherever your historical database is located. By default, there should be no need to touch this value. However, if you have added a new custom historical database or moved your existing database, you can modify this path to point to the correct location. If this value is set incorrectly, your game will be unable to import historical rookies or any other historical players!