You're looking for the Environment variables, which are buried in some 3rd-level window in the Control Panel, under System somewhere (depending on your Win32 version).
Your best bet would be to use PPM.
In general, if you think something isn't in Perl, try it out, because it usually is. :-)
"What is the sound of Perl? Is it not the sound of a wall that people have stopped banging their heads against?"