Currently, the instructions say:

This should be set to the directory where libgmt.so, libgmt.dylib or gmt.dll can be found for Linux, macOS and Windows, respectively. e.g., on a command line, run:

# Linux/macOS
export GMT_LIBRARY_PATH=$HOME/anaconda3/envs/pygmt/lib
# Windows
set "GMT_LIBRARY_PATH=C:\Users\USERNAME\Anaconda3\envs\pygmt\Library\bin\"

However, running the command only works for the current session/terminal and doesn't work when a new Terminal is started.

We should update the instructions to let users know how to set these environmental variables permanently.