Add documentation for Windows on how to set an environment variable.

Backpatch to 8.2.X.

doc/src/sgml/libpq.sgml

-<!-- $PostgreSQL: pgsql/doc/src/sgml/libpq.sgml,v 1.224 2007/02/01 00:28:17 momjian Exp $ -->
+<!-- $PostgreSQL: pgsql/doc/src/sgml/libpq.sgml,v 1.225 2007/02/04 03:55:51 momjian Exp $ -->
 
  <chapter id="libpq">
   <title><application>libpq</application> - C Library</title>
@@ -4356,6 +4356,13 @@ service names and parameters. This file can be used for client-only
 installs too. The file's location can also be specified by the
 <envar>PGSYSCONFDIR</envar> environment variable.
 </para>
+
+<para>
+To set environment variables on Windows, from <literal>My Computer</>,
+choose <literal>View System Information</>, and from the <literal>Advanced</>
+tab, choose <literal>Environment Variables</>, then add a user or system
+variable.
+</para>
 </sect1>