Click the "Install Cygwin now or update now!" link in the middle of the page (or near any of the stylized C logos on the page).
3.
Save Cygwin's setup.exe file to your desktop.
What, done already? Well, given that the Cygwin setup program is under 300 Kbytes, you might guess that it doesn't include any of the actual applications. Good guess, because you're right.
