Set the Teradata connection values in the same terminal from which you will run Dagster.
Run in PowerShell:
$env:TERADATA_HOST="<your-teradata-host>"
$env:TERADATA_USER="<your-teradata-user>"
$env:TERADATA_PASSWORD="<your-teradata-password>"
$env:TERADATA_DATABASE="<target-database>"
export TERADATA_HOST="<your-teradata-host>"
export TERADATA_USER="<your-teradata-user>"
export TERADATA_PASSWORD="<your-teradata-password>"
export TERADATA_DATABASE="<target-database>"