Cygwin is free software that provides a Unix-like environment and software tool set to users of any modern versions of MS-Windows (XP with SP3/Server 20xx/Vista/7/8).
This nifty tool consists of a Unix system call emulation library cygwin1.dll, together with a vast set of GNU and other free software applications organized into a large number of optional packages. Among these packages are high-quality compilers and other software development tools, an X11 server, a complete X11 development toolkit, GNU emacs, TeX and LaTeX, OpenSSH (client and server), and much more, including everything needed to compile and use PhysioToolkit software under MS-Windows.
It should be noted that Cygwin doesn't allow to run any GNU/Linux or other Unix binary executables under MS-Windows ( viz .rpm and .deb packages ) though most POSIX-compliant software, including X11 applications, can easily be ported to MS-Windows using Cygwin.
Your Windows will only be supporting same old .exe files ! Sadly !!
For more information you can always Say out Loud "Ok! Google"
or head to
Adios !