It depends on the shell you're using, but if you use bash:
To modify the global PATH variable, look in the /etc/profile or /etc/bashrc file for a line beginning with "PATH=". The paths listed there are separated by a colon; append your desired path to that line, making sure it is preceded by a colon. An "export" line needs to exist somewhere after the PATH line, and it should include the word PATH.
To set a path for individual users, the file to modify will be either /home/username
/.bashrc or /home/username
The content and layout of these files differs between distros, but they are similar enough that you should be able to sort it out.
Also- although it hasn't been updated in a while, you might want to read the Path Mini HOW-TO