Não. Isso não. Conforme informado na página principal link :
What... ...is it?
Cygwin is:
a large collection of GNU and Open Source tools which provide functionality similar to a Linux distribution on Windows. a DLL (cygwin1.dll) which provides substantial POSIX API functionality.
...isn't it?
Cygwin is not:
a way to run native Linux apps on Windows. You must rebuild your application from source if you want it to run on Windows. a way to magically make native Windows apps aware of UNIX® functionality like signals, ptys, etc. Again, you need to build your apps from source if you want to take advantage of Cygwin functionality
Não há virtualização. Você precisa compilar os programas para o cygwin executá-los.