Update instructions to set GMT_LIBRARY_PATH
@@ -136,4 +136,8 @@ This can happen if you have multiple versions of GMT installed.
You can tell PyGMT exactly where to look for ``libgmt`` by setting the
``GMT_LIBRARY_PATH`` environment variable.
-This should be set to the directory where ``libgmt.so`` (or ``.dylib``) is found.
+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. in a terminal run::
+
+ export GMT_LIBRARY_PATH=$HOME/anaconda3/envs/pygmt/lib
