install-cygwin.ps1

# Download and install cygwin and some packages
function Install-Cygwin {
   param ( $TempCygDir="$env:USERPROFILE\Downloads\cygInstall" )
   if(!(Test-Path -Path $TempCygDir -PathType Container))
    {
       $null = New-Item -Type Directory -Path $TempCygDir -Force
    }
   $client = new-object System.Net.WebClient
   $client.DownloadFile("https://cygwin.com/setup-x86_64.exe", "$TempCygDir\setup.exe" )
   # Comma-separated list of packages you want goes at the end
   Start-Process -wait -FilePath "$TempCygDir\setup.exe" -ArgumentList "-q -l $TempCygDir -R c:\Cygwin -P openssh, vim"
}

# then you just run it!
Install-Cygwin