Open your terminal of choice and list the interfaces available:

netsh interface ipv4 show subinterfaces

Looking at the list find the name of the interface you want. In my example its Ethernet0:

netsh interface ipv4 set subinterface "Ethernet0" mtu=9000 store=persistent

The default MTU value should usually be 1518. In my example I set this to 9000 to allow jumbo packages on my 10GB network.