If you are new to the world of UNIX, you may find it difficult to understand at first. This guide is not meant to be comprehensive, so we recommend that you use the many available Internet resources to become acquainted with UNIX basics (search for "UNIX basics" or "UNIX tutorial").

To install a basic Cygwin environment, run the setup.exe program and click Next at each page. The default settings are correct for most users. If you want to know more about what each option means, see the section called “Internet Setup”. Use setup.exe any time you want to update or install a Cygwin package. If you are installing Cygwin for a specific purpose, use it to install the tools that you need. For example, if you want to compile C++ programs, you need the gcc-g++ package and probably a text editor like nano. When running setup.exe, clicking on categories and packages in the package installation screen will provide you with the ability to control what is installed or updated.

After installation, you can find Cygwin-specific documentation in the /usr/share/doc/Cygwin/ directory.

Developers coming from a Windows background will be able to write console or GUI executables that rely on the Microsoft Win32 API instead of Cygwin using the mingw32 or mingw64 cross-compiler toolchains. The -shared option to GCC allows to write Windows Dynamically Linked Libraries (DLLs). The resource compiler windres is also provided.