[System.Environment]::SetEnvironmentVariable("DISCORD_CLIENT_ID", "<Your Client ID>", "User")
[System.Environment]::SetEnvironmentVariable("DISCORD_CLIENT_SECRET", "<Your Client Secret>", "User")
[System.Environment]::SetEnvironmentVariable("DISCORD_CLIENT_AUTH_URL", "<Your Client Auth URL>", "User")
Note: After, you might need to restart VSCode to have these load.
To Verify they're added.
echo $env:DISCORD_CLIENT_ID
echo $env:DISCORD_CLIENT_SECRET
echo $env:DISCORD_CLIENT_AUTH_URL
To add these variables system wide in lieu of user wide, simply replace "User" with "Machine"