1.Go to
http://www.cygwin.com 2.Click on "Install or update now!" to download the setup.exe program.
3.Run setup.exe and when asked for an installation path, point to <Xilinx_install_path>/[EDK|SDK|/cygwin.
4.Go through the setup wizard and select the packages you need to install.
For more information, visit
http://www.cygwin.com