Run following commands in CMD (as admin):
cd C:\cygwin
or the name of the folder where you have Cygwin installedwget -N https://cygwin.com/setup-x86_64.exe
or download the file manuallysetup-x86.exe --no-desktop --no-shortcuts --no-startmenu --quiet-mode
(it is better to disable antivirus and firewall)