Windows command line alternative for "export"

Question

I've bought a book about Machine Learning, and it needs an environment setup. The code in the book is

$ export ML_PATH="$HOME/ml"
$ mkdir -p $ML_PATH

but as far as I know, this are Linux/UNIX commands, so there are alternatives for Windows?

Answer 1

SET ML_PATH="$HOME/ml"
SET mkdir $ML_PATH`

Answer 2

set

(Answers must be 30 chars minimum. Oh yes they must.)