Add PROGRAM environment variables on Windows

[jaraco]

Fixes #2382

Contribution checklist:

(also see CONTRIBUTING.rst for details)

• wrote descriptive pull request text
• added/updated test(s)
• updated/extended the documentation
• added relevant issue keyword
  in message body
• added news fragment in changelog folder
  • fragment name: <issue number>.<type>.rst for example (588.bugfix.rst)
  • <type> is must be one of bugfix, feature, deprecation, breaking, doc, misc
  • if PR has no issue: consider creating one first or change it to the PR number after creating the PR
  • "sign" fragment with -- by :user:`<your username>`.
  • please, use full sentences with correct case and punctuation, for example:

    Fixed an issue with non-ascii contents in doctest text files -- by :user:`superuser`.

  • also see examples
• added yourself to CONTRIBUTORS (preserving alphabetical order)

[jugmac00]

Thanks, Jason! Looks good!

[gaborbernat]