Cygwin does provide its own
minitty terminal but the Cygwin environment can be made to load in the windows command prompt
cmd.exe by executing the Cygwin batch script
The following registry edit will make it so
C:\cygwin64\Cygwin.bat on startup thereby transparently loading the Cygwin environment every time a command prompt is started.
Windows Registry Editor Version 5.00 [HKEY_CURRENT_USER\Software\Microsoft\Command Processor] "AutoRun"=hex(2):43,00,3a,00,5c,00,63,00,79,00,67,00,77,00,69,00,6e,00,36,00,\ 34,00,5c,00,43,00,79,00,67,00,77,00,69,00,6e,00,2e,00,62,00,61,00,74,00,00,\ 00