A nice alternative to Cygwin if you're running Windows 10:

• http://www.omgubuntu.co.uk/2016/10/windows-10-linux-subsystem-ubuntu-16-04
• http://www.omgubuntu.co.uk/2016/08/enable-bash-windows-10-anniversary-update
• http://www.howtogeek.com/249966/how-to-install-and-use-the-linux-bash-shell-on-windows-10/