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Beginner question: Cygwin bash vs. cygwin/bin directory in DOS


I am a newbie using Cygwin.  I noticed that Linux commands can be
executed by running commands in the Windows Command Prompt in the
cygwin/bin directory.  What is the purpose of the bash shell provided
by clicking on the Cygwin icon?  How can I use the cygwin bash shell
to run commands like 'gcc' and 'make'?  Right now I can't do anything.

Thanks!!!

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