PostgreSQL Syntax

Can you elaborate on "does not work"?

Take a look at the doc page describing how to declare variables.

I think the declaration of the variable and setting its value needs to be done in separate steps.
declare patient_lname varchar(20);
set patient_lname = 'THOMAS';

I appreciate the assistance.

I still get the below error.  And I get it if I also use patient_mrn := '30006'; or set patient_mrn := '30006'; or set patient_mrn = '30006'; :
And I have also tried the following declare patient_mrn varchar(50);

Errors out on line1.

ERROR:  syntax error at or near "varchar"
LINE 1: declare patient_mrn varchar;
                            ^

********** Error **********

ERROR: syntax error at or near "varchar"
SQL state: 42601
Character: 21

declare patient_mrn varchar;
declare patient_lname varchar;
declare patient_fname varchar;
declare patient_dob varchar;
declare patient_acct_number varchar;
declare msg_control_id varchar;

patient_mrn := '30006';
patient_lname := 'THOMAS'
patient_fname := 'PAMELA'
patient_dob := '19551006'
patient_acct_number := 'P0085465b'
msg_control_id := '2016071815582862'

INSERT INTO public."tblADTforOrders" (pat_mrn, pat_acct_number, pat_lname, pat_fname, pat_dob, msg_id)
       SELECT patient_mrn, patient_acct_number, patient_lname, patient_fname, patient_dob, msg_control_id
       WHERE NOT EXISTS (SELECT 1 FROM public."tblADTforOrders" WHERE pat_acct_number= patient_acct_number);

Select allOpen in new window

Remove the "DECLARE" keyword from those lines.  

Here are some examples of variable declarations:

user_id integer;
quantity numeric(5);
url varchar;
myrow tablename%ROWTYPE;
myfield tablename.columnname%TYPE;
arow RECORD;

Thanks so much Steve

So I am really lost on this as I have looked at the man pages.  I have looked at example code from websites such as http://www.techonthenet.com/postgresql/declare_vars.php

And when I take the example and simply cut and paste it into the SQL query tool in Postgres it still errors!!  This is postgres 9.5 that I am working with.

DECLARE vSite varchar;
This example would declare a variable called vSite as a varchar data type.

Below is an example of how to declare a variable in PostgreSQL and give it an initial value. This is different from a constant in that the variable's value can be changed later.

DECLARE vSite varchar DEFAULT 'TechOnTheNet.com';

These fail for me.  And doesn't matter if I change to character or char still fails.

The site you are looking at looks well-groomed and all, but they are obviously giving bad advice if their instructions contradict the actual manual.  I would stick to a more authoritative source for your education.  Per the official docs, the DECLARE keyword is used to define a cursor, which is a very specific kind of data structure.  

The page I sent you to previously covered how to create a variable in pgSQL.  The actual method you need will vary depending on the language you are using, but pgSQL is probably the place to start.  Have you tried using the templates I suggested, found at https://www.postgresql.org/docs/9.5/static/plpgsql-declarations.html ?

Yes Sir I tried your example first and did copy directly out of the postgres manpage help files.  And it errors.  Perhaps I have to turn on some allowance in Postgres I am really unsure at this point.
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in psql the syntax is
\set VARIABLE_NAME VARIABLE_VALUE

\set var1 201
\set var2 'Hello World'
create table test2 ( id int, col1 text);
insert into test2(id,col1) values ( :var1, :'var2' );

select * from test2;

 id  |    col1
-----+-------------
 201 | Hello World
(1 row)


\set

VERSION = 'PostgreSQL 9.3.4, compiled by Visual C++ build 1600, 32-bit'
var1 = '201'
var2 = 'Hello World'

In the version that you have (9.5)  the select where not exists can be short cut by using the "UPSERT" syntax like

INSERT ....  ON CONFLICT DO NOTHING;