Once the cygwin install has completed it needs to be added to the system path so that it's utilities can be run easily.

To add cygwin to the path start by opening the Control Panel in widows

Next, select System, and then Advanced System Settings.

On the resulting window click the Environment Variables button.

On the window that then displays, in the top half called User Variables, create a new variable called PATH unless one already exists; if it exists, edit it.

Set the value of the PATH variable to %PATH%;C:\cygwin\bin, or if you already have a PATH variable, edit it by putting a ; (semi-colon) after the value that's already present and then add C:\cygwin\bin after.

Once done click OK on all of the open windows.