Download current setup.exe from cygwin.com and run it

Select 'Install from internet'

Create a folder somewhere for the install files

'Direct connection' is fine for most people

Pick a mirror close to you

IMPORTANT: Take your time in the package selection window.
Add the packages: flex bison make gcc-core mercurial

Clone polys repo as described on https://bitbucket.org/polys/polys

Follow instruction in the INSTALL file

Always save text files in UNIX format. If you are not using an editor
from within cygwin, use a format aware editor such as notepad++, jedit,
or gvim.
