Set gfortran environment variables on Windows

Question

From the Windows 10 console, I type

set GFORTRAN_LIST_SEPARATOR=','

so that

echo %GFORTRAN_LIST_SEPARATOR%

gives

','

However, compiling and running a program

print*,10,20
end

gives output

10          20

There is no comma. How do I set environment variables such as GFORTRAN_LIST_SEPARATOR on Windows? On Unix, after setting a variable, I export the variable, but Windows does not have an export command.