Cygwin comes with an X Server that can be useful with tools other than Cygwin itself. With a few modifications, we can add cygwin's X Server support to other shell implementations including cygwin, mingw64 (such as git for windows), msys2, WSL1, WSL2, and others.
With a few minor modifications, we can save the DISPLAY variable to files accessible by any shell. Once the DISPLAY value is accessible, an rc file can load it and it will automatically be used.
Optionally, we can even add a "one click" link to the start menu to start the xserver