Not sure which property pages you are talking about. It cannot be set by the project properties sheet, it is a debugging parameter. Project + Properties, Debugging, Environment. Install it let's say
path = c:\foo;c:\bar
and they will be combined into the system environment value of the PATH variable.
Beware that using PATH is not good practice in general. You will need to create an installer to ensure that the user machine has the correct PATH value. To ensure its effectiveness, a reboot is required. And it is easily destroyed by the starch installers who work after you.
A better approach is to use the post build event, which uses xcopy / d to copy the required DLLs to $ (TargetDir).
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