Cygwin don’t support command yum for install a new package. But we can use apt-cyg to install a new package on within Cygwin. apt-cyg is a Cygwin package manager. It includes a command-line installer for Cygwin which cooperates with Cygwin Setup and use

WARNING: When you run the “setup.exe”, best to quit any Cygwin processes you might have running, because that might interfere with install when the installer wants to access the same files or dll. Also, be sure you didn't by mistake have the check

A third Cygwin Setup dialog will appear, asking where you want to install. Check that the Root folder setting is C:\cygwin. Make sure that the "All Users" radio button is selected; then click the Next button: A fourth Cygwin Setup dialog will ap