I'm building a fairly large site for a client that needs similar functionality to what contexts can provide (there are many pages, and they will all change slightly depending on the "location" selected by the user, if any).
Unfortunately, all of the ways I can see to implement different contexts like this seem to require either browser header info or a custom URL. The easiest way I can conceive of doing this is to make a folder in my site for every context, and then go to every page in the site and add parent URL links for the folders, so I would have:
mysite.com/page.html
mysite.com/location1/page.html
mysite.com/location2/page.html
etc
But even on a site with only ten pages and ten contexts, it would be incredibly tedious and time consuming to create and maintain all of those links.
Anyone able to share any suggestions for this please? 
[size=“6”]RESOLVED[/size]
(I’m posting this as a reply rather than an edit so that anyone else stuck on this problem won’t assume the thread went unanswered. Even though it’s in the manual I struggled to find it so hopefully this will help someone else too)
The way Context is made permanent in Matrix is by setting a base context for an URL. See manual:
http://manuals.matrix.squizsuite.net/contexts/chapters/backend-operations#Setting-Base-Contexts-for-Site-URLs
The current context is actually stored in SESSION too. There is a way to manually set the current context in SESSION. Append the following to the URL:
SQ_ACTION=set_context&SQ_CONTEXT_NAME=name