Install instructions for installing Cygwin:

Go to http://cygwin.com/install.html

Choose setup 86 or 64:

Launch the setup by right clicking your downloaded file and choosing to “run as administrator”.

Any will do, but Cygwin.mirrors.pair.com is close by in Pennsylvania.

Click on the word skip next to all these packages:

Container	Package	Description
Base	CoreUtils	(This should be checked as a default but was not in my install. All base packages need to be installed.)
Database	Gdbm	Gnu dbm implementation
	Libmysqlclient18	Mysql database client library (runtime)
	Mysql	Mysql client apps
	Mysqld	Mysql database server
	Mysql-test	Mysql server testsuite
	Perl-dbi	Perl database interface module
Developer	Gcc:g++	C++ compiler
	Gcc-core	C compiler
	Gdb	The gnu debugger
	Make	The gnu version of the make utility
	Pl-devel	Development files for swi prolog
	Pl-odbc	Odbc for swi prolog
editors	vim
Net	Openssh	Openssh server and client programs
	openssl
Perl	All	(just click skip next to the perl group)

Accept all dependencies:

It will then be a long download process:

Then, edit the profile in C:\cygwin64\etc\profile to have

PATH="/usr/local/bin:/usr/bin:/bin:$PATH"