http://cs.nyu.edu/~yap/prog/cygwin/FAQs.html
Q: Can I execute programs installed under the Window's directory?
E.g., javac.
A: There is no difference between executable programsunder cygwin and those "native" to Windows.
For instance,if you have installed the java compiler "javac" in the standard location (say C:/"Program Files"/jdk1.4.1/bin) thenyou can directly invoke it. Better still, just link to it:
> cd /usr/local/bin
> ln -s /cygdrive/c/"Program Files"/jdk1.4.1/bin/javac.exe .
> rehash
> javac myProg.java
If you need to access CLASSPATH, you can set this in the ControlPanel, under Systems.
Alternatively, you can give it asan argument to javac.
E.g., you have a jar file in your cygwindirectory "/java/lib/pg73jdbc.jar", you can access it thus:
> javac -classpath C:/cygwin/java/lib/pg73jdbc.jar myProg.java
Note that the path here begins from C:, and assumesyour cygwin is found under C:/cygwin.
REMARK: other software that I like to link to are acrobat reader(for viewing pdf files), miktex (for tex/latex processor),gsview (for viewing postscript files),gvim (editor).