With the chere package, it is possible to add an entry to Windows Explorer’s right-click context menu to open a Cygwin bash console.

This is how to do it: When installing Cygwin, install the chere package.

Then open a Cygwin terminal as Administrator and run:

chere -i -t mintty -s bash

This will add the Windows Explorer “Bash Prompt Here” context menu item.

Clicking this menu item will open a cygwin shell in the current folder.