This is not an in-depth guide for installing Cygwin; although, installing Cygwin is a fairly simple process. In or to implement SSH and rsync functionality, a few non-default Cygwin packages will need to be installed.
Download and run the Cygwin setup.exe program from http://cygwin.com/install.html
If you already have Cygwin installed, that should not be a problem. You can still run setup.exe to install additional Cygwin packages.
Proceed through the Cygwin setup process until you get to the "Select Packages" screen. From there, make sure the following packages are selected: