How to set up Cygwin/MinGW?

Question

Atmel AVR

There is such an axis uOS , under which I cannot put the compiler.
Here is the instruction.
Put ready Cygwin - does not work. I downloaded Cygwin from the site, installed all packages during installation, but when building according to the instructions, an error occurred.
When building with ready-made MinGW, there is also an error. If downloading MinGW is also an error.
I am more than sure that my hands are crooked, because the rest (on the forum) did it, but no one says how.
Can anyone take screenshots of the key installation steps? or advise what? (except Linux or virtual machine with it)