Setting Up Cygwin Internet Setup To install the Cygwin net release, go to http://cygwin.com/ and click on "Install Cygwin Now!". This will download a GUI installer called setup.exe which can be run to download a complete cygwin installation via the internet. Follow the instructions on each screen to install Cygwin. DOCTOOL-INSERT-setup-env DOCTOOL-INSERT-ntsec DOCTOOL-INSERT-setup-files