How to setup the cuda env for windows (#20444)

docs/genai/howto/setup-cuda-env.md

@@ -0,0 +1,24 @@
+---
+title: Setup CUDA env
+description: Instructions to setup the CUDA environtment to run onnxruntime-genai-cuda
+has_children: false
+parent: How to
+grand_parent: Generative AI (Preview)
+nav_order: 4
+---
+
+# Setup the CUDA Environment
+{: .no_toc }
+
+* TOC placeholder
+{:toc}
+
+## Install the CUDA Toolkit
+
+On a CUDA capable machine, install the CUDA toolkit. onnxruntime-genai-cuda is built and packaged with CUDA-11.8.
+
+The CUDA toolkit can be downloaded from the [CUDA Toolkit Archive](https://developer.nvidia.com/cuda-toolkit-archive).
+
+## Special Instructions on Windows
+
+After CUDA toolkit installation completed on windows, ensure that the `CUDA_PATH` system environment variable has been set to the path where the toolkit was installed. This variable will be used when importing the onnxruntime_genai python module on windows. Unset or incorrectly set `CUDA_PATH` variable may lead to a `DLL load failed while importing onnxruntime_genai`.