Cygwin Quick Install

Install Cygwin
Open an cmd terminal as administrator, then:

cd ..
mkdir cygwin64

Open a web browser to and download setup-x86_64.exe to the C:\cygwin64 directory.

Back in the cmd terminal, copy this:

and press enter.

Change the Cygwin home directory to your Windows home directory
Once the install completes open a Cygwin terminal and do the following:
cp /etc/nsswitch.conf /etc/nsswitch.conf.ORIG

Edit /etc/nsswitch.conf (for exampe using the vi command-line editor) and change the following line:
# db_home: /home/%U
to this:
db_home: windows cygwin desc

Setup up OpenSSH server
In a Cygwin terminal do the following:
pwgen -an 20

This gives you a list of passwords to use for the Cygwin sshd account.

Open another Cygwin terminal as Administrator (by right-clicking and selecting “Run as Administrator”) and do the following. Replace “password” below with one of the long passwords generated in the previous step. Make sure to put quotes around it.
ssh-host-config -c "ntsec" -u "cygwin_sshd" -w "password"

Answer the following prompts as indicated:
Should StrictModes be used? (yes/no) -> no
new local account 'sshd'? (yes/no) -> yes
Do you want to install sshd as a service?
(Say "no" if it is already installed as a service) (yes/no) -> yes
Enter the value of CYGWIN for the daemon: [ntsec] -> press enter to confirm
Do you want to use a different name? (yes/no) -> no
Create new privileged user account 'CIRCLE\cygwin_sshd' (Cygwin name: 'cygwin_sshd')? (yes/no) -> yes

Now start the ssh daemon:
cygrunsrv -S sshd

See my other guide Set up Apache, PHP, and MySQL (MariaDB) in Windows under Cygwin for setting up more services.