cygwin - isntall python3 and pip

Since OP specifically talks about Python3, I think we need to specify that just in case the user already have Python2 installed, which is very likely.

# If you don't have Python3 already, use apt-cyg:
apt-cyg install python3

# First update pip, pip2 
pip2 install --upgrade pip 

# Install pip3:
python3 -m ensurepip

# Finally update pip3:
pip3 install --upgrade pip

$ pip3 -V
pip 9.0.1 from /usr/lib/python3.4/site-packages (python 3.4)

https://stackoverflow.com/questions/18641438/installing-pip-3-2-on-cygwin