First----cygwin is not really a Linux distro---it simply allows you to do some "Linux things" within Windows.
I'm assuming that you are using the BASH shell within Cygwin, and that the standard tools--eg SED-- are available.
If you want to operate on all files in the current directory, then this should work:
sed -i 's/Austria/Germany/g' *
this edits the files "in place"---ie the old version is not saved. To save to new names, it's a bit more involved.