From within a perl script:

$ENV{MY_NEW_ENV_VARIABLE} = 'C:\some\path';
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That will set the environment variable 'MY_NEW_ENV_VARIABLE' to 'C:\some\path' for the life of the script only.

From within a batch (.bat) file:

set MY_NEW_ENV_VARIABLE=C:\some\path
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That sets the environment variable for the life of the shell in which you execute the batch file.

Are either of those options good enough, or do you want to set the environment variable permanently ?

Cheers,
Rob