From Ever changing code

Cygwin is
  • a large collection of GNU and Open Source tools which provide functionality similar to a Linux distribution on Windows.
  • a DLL (cygwin1.dll) which provides substantial POSIX API functionality.
Cygwin is not
  • a way to run native Linux apps on Windows. You must rebuild your application from source if you want it to run on Windows.
  • a way to magically make native Windows apps aware of UNIX® functionality like signals, ptys, etc. Again, you need to build your apps from source if you want to take advantage of Cygwin functionality.

Packer manager - apt-cyg

$ wget #get binary
$ install apt-cyg /bin                                  #install
$ apt-cyg install curl                                  #usage

Environment variables

$ vim /etc/profile
$ printenv