Optionally add C:\cygwin64\bin to your windows path (since v1.8.10 nat should look after this - see ?cmtk.bindir).
On the Terminal, issue the following command tar -xvf CMTK-3.3.1-CYGWIN-x86_64.tar.gz to extract CMTK to the cygwin folder.
Start a Cygwin terminal and go to the root directory with the command cd / (this is the same place as C:\cygwin64 in the Windows file system).
Download CMTK-3.3.1-CYGWIN-x86_64.tar.gz to the cygwin folder ( C:\cygwin64).
(fftw3 is a CMTK dependency which provides fast Fourier transform functions)
When you run Cygwin’s setup.exe, you should also install all fftw3 packages.
Install Cygwin accepting the default path C:\cygwin64.
It is recommended that follow the steps for installing the development version of nat straight from github as described in section Development version
You must ensure that you have at least version nat v1.8.5.
Experiments in May 2016 suggest that the best option is to use the cygwin CMTK distribution (cygwin provides a linux like environment). We have much less experience using CMTK on Windows than on Mac/Linux platforms.