In this tutorial, you will learn how to install Cygwin.
This is a summary of what will be covered:
(1) Downloading the Cygwin installer.
(2) Installing Cygwin.
(1) Download:
Go to cygwin.com
Click one of the "Install Cygwin now" links and save the setup.exe for later use.
(2) Installation:
Run setup.exe.

Click Next.
Select the "Install from Internet" radio button.

Click Next.
Use the default settings.

Click Next.
Use the default settings.

Click Next.
Use the default settings, unless you know you need to use a proxy.

Click Next.
Choose a download mirror site nearest you, or at least in your country.

Click Next.
If you want everything and disk space is not a concern, then left click the circular arrow symbol to toggle from "Default" to "Install" for the "All" node. It may take several seconds for the GUI to update after you left click a selection- be patient.

Alternatively, toggle only the "Devel" node to "Install" but leave everything else as "Default" to conserve disk space.

Click Next.
If any dependency warnings pop up, be sure to accept the recommendation to meet the dependency.

Click Next.
Go find something else to do as this will take several minutes. However, if progress appears unreasonably slow, or packages fail to download, cancel the install, start over, and be sure to select a different download mirror site.

Finally, have the installer create a shortcut to Cygwin on the desktop.

Click Finish.
Next Steps:
Eclipse: Hello C++ - Coming soon!