Number guessing game in Racket
Winning shouldn't be considered an error.  If you want a way to exit from the for-loop, use #:break.  But for and set! aren't really idiomatic in Lisp-like languages.  Instead, it is more common to use recursion and let, which conform to the functional programming paradigm.

In num_message, you can use a cond instead of nested ifs.

I'm not happy about the use of a string comparison to detect the winning condition: the number-guessing-game function needs to know what congratulatory message to expect from num_message.  You've worked around that problem by defining some string constants, which gives them more importance than one would expect.

It would be more elegant for num_message not to have NUM fixed, and for number-guessing-game not to have NUM and TRIES fixed.

The number-guessing-game function would be clearer if it were broken up, because it is actually doing two things: play one guess, and conditionally repeat.

The print calls should probably be displayln instead, to also write a trailing newline.

Conventionally, words in identifiers are separated-by-hyphens rather than underscores.  Closing parentheses don't get their own line.

#lang racket

(define NUM 12)
(define TRIES 6)

(define (num-message delta)
  (cond [(&lt; delta 0) "... Too low ..."]
        [(&gt; delta 0) "... Too high ..."]
        [else        "Correct! Well guessed!"]))

(define (guess-number target)
  (let ([delta (- (read) target)])
       (displayln (num-message delta))
       (zero? delta)))

(define (number-guessing-game target tries)
  (cond [(zero? tries)         (displayln "Too many attempts")]
        [(guess-number target) (displayln "You won")]
        [else                  (number-guessing-game target (- tries 1))]))

(number-guessing-game NUM TRIES)