It is very easy to install Java for use in Cygwin. The users simply download a recent version of J2SDK (the lowest acceptable version is 1.4), install it, and add the path of the Java tools to the PATH environment variable.
The Windows drives are mapped in the /cygdrive directory. The names of the sub-directories correspond to the drive letters. For example, drive c in Windows is mapped to /cygdrive/c. In this way, the users can find the path (in Cygwin) to access their J2SDK installed in the Windows environment. Placing the bin subdirectory of the J2SDK path in the PATH environment allows them to run the Java tools from any directory.