That will not work. Parameters (evaluated at the config level) cannot be set to have a value derived from an environment variable which are set only during pipeline execution. Also, MY_ENV_VAR is more like a text, an environment variable can be referenced using $MY_ENV_VAR or %MY_ENV_VAR% based on the platform you use, that is when they can be referenced. Also,
Coming to using it in a script, well I haven't really used gocd-powershell-runner, but in case of windows you should be able to use something like %MY_ENV_VAR% in your script file.
Check the job console log to see if the value for MY_ENV_VAR is indeed set.
Cheers,
Jyoti.