Download the 64-bit version of Cygwin from https://cygwin.com
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Proceed with installation. Note: this may take a while. When Prompted, select ‘Create a Desktop Icon’.
Right click the Cygwin icon and select Run as Administrator.
At the prompt type ssh-host-config and hit enter to run it. Cygwin will generate some default files and you will be given the following prompt. Enter yes as the answer.
*** Query: Should StrictModes be used? (yes/no) yes
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You may then test XWindow by entering the command for any XWindow program such as xclocknedit or gsgv.