Getting postgreSQL up and running under Cygwin was not that difficult for me, although it does require a couple of Google searches.
First, the basic information is supplied here by the folks at postgreSQL.
When I followed these instructions, however, I kept getting a failure message. I should have copied it down, but since I didn’t expect the next step to work, I didn’t. I’ll edit this soon to include the error message.
The second step came from a Rick Hightower blog post. Simply use
> export CYGWIN=server
before you issue any of the commands listed in step 1 and you should be golden.