The Kourne Shell, or KSH, is a command-line shell for Linux. Cygwin is capable of using KSH, although it ships with only the Bash shell installed. Once KSH is installed you'll be able to write your shell scripts using KSH syntax.
Click on the Windows logo to open your "Start" menu and them type "cmd.exe".
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Type "cd C:\cygwin" with no quotes and press "Enter." If you installed Cygwin in a non-default location, enter this path instead.
Type "setup.exe -q -P ksh" without quotation marks, then press "Enter." The Cygwin installation will automatically download the new KSH package.