You can put it in the users hidden file called .bash_profile . The easiest way for a beginner would be to open the file manager called Konqueror and select View / Show Hidden Files.
Now you can open ./bash_profile and add a path to /sbin in there like this...
PATH=$PATH:/sbin
You may need to logout and back in for those changes to happen. Also, some programs are not meant to be run by users and you get permission denied messages.
For example:
$ dhclient
Can't create /var/run/dhclient.pid: Permission denied
Internet Systems Consortium DHCP Client V3.0.2
Copyright 2004 Internet Systems Consortium.
All rights reserved.
For info, please visit
http://www.isc.org/products/DHCP
can't create /var/lib/dhcp/dhclient.leases: Permission denied
SIOCSIFADDR: Permission denied
SIOCSIFFLAGS: Permission denied
SIOCSIFFLAGS: Permission denied
SIOCSIFADDR: Permission denied
SIOCSIFFLAGS: Permission denied
SIOCSIFFLAGS: Permission denied
Open a socket for LPF: Operation not permitted