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.
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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.
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Proceed through the Cygwin setup process until you get to the "Select Packages" screen. From there, make sure the following packages are selected: