Talvez seguir este guia seja o suficiente para o que você precisa: link
Download the desired version from http://www.python.org/ftp/python/. Here are the direct links: Python-2.7.1.tar.bz2, Python-2.7.2.tar.bz2, or Python-2.7.3.tar.bz2.
Download the matching patch Python-2.7.1-cygwin.patch.bz2, Python-2.7.2-cygwin.patch.bz2, or Python-2.7.3-cygwin.patch.bz2.
Unpack the sources, for example for 2.7.3:
tar -jxvf Python-2.7.3.tar.bz2
Patch the sources, for example for 2.7.3:
bzcat Python-2.7.3-cygwin.patch.bz2 | patch -p0
Configure the build. For example, you may want to install into
/usr/local
:cd Python-2.7.3
./configure --prefix=/usr/local
Compile the configured sources:
make
Install the compiled build:
make install