To set an environment variable you usually export it in your shell configuration file. For instance, in bash you would add an entry such as export CLASSPATH="/path/to/add:${CLASSPATH}" to your .bashrc . Other shells may require a different syntax.
It is hard to tell what problems you are having when you describe your failures as 'that things didn't work for me.' What have you tried? What effects have you noticed?
L7Sqr
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