Create a folder named "Cygwin" in your APPS folder.
Go to https://www.cygwin.com/
Click link "Install Cygwin by running setup-x86_64.exe"
Save the "setup-x86_64.exe" file in your "Cygwin" folder
Run that exe. If it requires you to have admin permissions, then instead:
Start a command prompt in that folder
Run setup-x86_64 --no-admin
Choose "Install from Internet"
Set your Root Directory to your "Cygwin" folder; e.g. C:\Sofia\Cygwin
Choose "Install for just me"
Next
Set your Local Package Directory to your "Cygwin" folder; e.g. C:\Sofia\Cygwin
Next, Direct Connection
Next, Choose any mirror that sounds good.
Next, and wait for it to download all the package references.
When finished, you should see a list of things you can install in a window titled "Cygwin Setup - Select Packages". A package is an application you can install.