If you are a regular Debian or Ubuntu Linux user, you are probably used to be able to easily install software packages using apt-get install <package>

With apt-cyg, you can get similar functionality with Cygwin on Windows.

This is how you do it:

First, you need to install apt-cyg. Open a Cygwin terminal and run:

wget https://raw.githubusercontent.com/transcode-open/apt-cyg/master/apt-cyg
install apt-cyg /bin

After this, you can install packages directly in the Cygwin shell by running:

apt-cyg install <package>