You can set environment variables for a project by adding a special type of connection. Add a new data source in the left sidebar, and then either modify an existing "Environment variables" connection or add a new one:
Don't forget to mount the newly created data source to your project after you create it.
Environment variables are a secure way to store secrets. They are stored encrypted, and decrypted only before mounting them into your project.
You might be storing your data in a database which does not yet have a native integration in Deepnote. Many times, you can:
Find a python package which provides connectivity to the database or data source.
Store the secrets as environment variables.
When you mount the environment variables to the project, you can use them to authenticate access to your database provided by the native python package.