Welcome to the Julia community.
For Julia, there aren’t any ENV variables I set (usually; there are some I do sometimes set, but since you’re new I doubt those apply).
I’m using Linux, so I’m not sure if something different applies to Windows, I doubt it.
For JuliaPro, I’ve only used, to try out, way in the past, but even now with the changes I’ve seen made, I wouldn’t really recommend using it. There isn’t actually that much of a difference any more it seems.