Set wp-cli environment variable WP_CLI_PACKAGES_DIR on Windows?

Hello.

Installed wp-cli on Windows following the Install via Composer – Global require method with following command composer global require wp-cli/wp-cli.

It worked fine and when I type wp --info I get:

PHP binary:     D:\XAMPP\php\php.exe
PHP version:    5.6.8
php.ini used:   D:\XAMPP\php\php.ini
WP-CLI root dir:        phar://wp-cli.phar
WP-CLI packages dir:
WP-CLI global config:
WP-CLI project config:
WP-CLI version: 1.1.0

Now I would like to install a wp-cli package but cannot since the WP-CLI packages dir is not set or missing. When I try to install the package I get following error: Error: Composer directory for packages couldn't be created.

I found out that I can set the wp-cli environment variables however it does not say how to do this on Windows.

Is there a way to set WP-CLI packages dir on Windows?