A "temp file" is a file in the "temp directory" which is guaranteed to be new. Its name contains a random element.
Create a temp file by calling either of the functions open-temp-file and create-temp-file. For example:
(create-temp-file :prefix "LW")
=>
#P"C:/DOCUME~1/dubya/LOCALS~1/Temp/LW383vwVfZN.tmp"
(create-temp-file :prefix "LW")
=>
#P"/tmp/LW1adokNa.tmp"
The function set-temp-directory allows you to set the "temp directory", that is the default directory used for temp files.
LispWorks User Guide and Reference Manual - 21 Dec 2011