Cygwin is POSIX environment running on Windows. We use it by Unix-like system commands.
https://cygwin.com/install.html - go to this site and download Cygwin instalator in reference to your Windows version.
Then run instalator and install it by your preferences.
We use Cygwin by writing Unix commands. Diffrence in usage of Unix is if you want to install new package (like git or nano), you must run again setup. After selecting mirror you will be redirected to package selecting, where you must change view to full and search by name od package. If you want selected package, you must change mark of New from Skip to any version (we suggest selecting the highest version). Then you go next to downloading package and installing Cygwin with selected packages. After this operations you can use full of opportunities of Cygwin by commands of Unix.