I figured it out from the docs:
https://learn.microsoft.com/en-us/azure/databricks/dev-tools/databricks-connect/cluster-config#clust...
I don´t put the cluster in code myself because all code runs in Jobs (on job clusters).  I only use it for development purposes, so for me it is easiest to put it in the profile.
But env var is also an option as you can see.