hoi, i saw the cygwin homepage.....it says :
Cygwin is a Linux-like environment for Windows.
# Cygwin is not a way to run native linux apps on Windows. You have to rebuild your application from source if you want to get it running on Windows.
# Cygwin is not a way to magically make native Windows apps aware of UNIX functionality, like signals, ptys, etc. Again, you need to build your apps from source if you want to take advantage of Cygwin functionality.
i think it's not a real linux-distro, and as you have to compile any application from source, that will not be an easy start.
you are better off starting with a live-cd version, wich don't require partitioning your hard-disk, they run from cd.
iso images and descriptions you can find at : http://iso.linuxquestions.org/