You have to use the VertexNormal commands to set the normal of the vertices.
Or you could just use UpdateNormals that will set all the normals of a mesh according to his geometry (note that in this case you won't have the control on how the normals are exactly set but in most cases it does exactly what you want anyway).
Or you could just use UpdateNormals that will set all the normals of a mesh according to his geometry (note that in this case you won't have the control on how the normals are exactly set but in most cases it does exactly what you want anyway).