Cygwin is a Linux-like environment for Windows. It consists of two parts:
A DLL (cygwin1.dll) which acts as a Linux API emulation layer providing substantial Linux API functionality.
A collection of tools, which provide Linux look and feel.
The Cygwin DLL works with all non-beta, non “release candidate”, ix86 32 bit versions of Windows since Windows 95, with the exception of Windows CE.
What Isn’t Cygwin?
Cygwin is not a way to run native linux apps on Windows. You have to rebuild your application from source if you want it to run on Windows.
Cygwin is not 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.
Download: Cygwin 1.5.25-11