i would install a supported Linux distro that the people at
state they support .
also you do know that CygWin like MinGW is terminal only ( text only) there is no GUI )
but from the mfix FAQ mfix is ran from bash so no gui needed
-- i would do a BUNCH of reading on just how to set cygwin up on windows , it will require a lot of work on your part to just learn how to use it
navigating in the cygwin bash shell on windows is not that easy
Be warned you can not have ANY spaces in file names or any of the folders names
and you are fallowing the cygwin install guide in the readme ??
and did you see this bit in the readme