C3rd

For a more convenient installer, you may want to use apt-cyg as your package manager. Its syntax similar to apt-get, which is a plus. For this, follow the above steps and then use Cygwin Bash for the following steps

wget https://raw.githubusercontent.com/transcode-open/apt-cyg/master/apt-cyg
chmod +x apt-cyg
mv apt-cyg /usr/local/bin

Now that apt-cyg is installed. Here are few examples of installing some packages

apt-cyg install nano

Ref: https://stackoverflow.com/questions/9260014/how-do-i-install-cygwin-components-from-the-command-line