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- Download www.cygwin.com/setup.exe from the www.cygwin.com.
- Double-click on it.
- Click Next.
- Select Install from Internet.
- Click Next.
- Enter your preferred Root Directory.
- Click Next.
- Enter your preferred Local Package Directory, which can be the same as the Root Directory.
- Click Next.
- Select Direct Connection if it is not already.
- Click Next.
- Select a site from the Available Download Sites. Servers inside your country will probably be fastest. I use ftp://ftp.sunsite.utk.edu.