I advise against setting the classpath as an environment variable because it is too intrusive (all your java programs will see it).
A command line for compiling a Java app which dependes on Log4j might look like this:
javac -cp C:\dev\mvn\repo\log4j\log4j\1.2.16\log4j-1.2.16.jar AppenderTester.java
If you have multiple classpath entries you need to separate them with a semicolon.
For ease of use you could create a startup script. This can be a simple batch script or a more elaborate ant script (which requires installing ant).
This is only the tip of the iceberg known as 'classpath hell'.
EDIT: you can also take a look at the Eclipse feature 'export runnable JAR', which packs your application together with all its dependencies in a JAR file.