...

5.  On the package selection step, change the View to "Full" and filter the packages to add "cygutils-extra", "patch", "python27", "python27-pip", "unzip", and "wget".

...

 /T = Apply recursively, /L = operate on symbolic link itself VS target, /C = display any error message(s) and continue 

9.  Add c:\cygwin64\bin to the System PATH environment variable
10. In the Cygwin Terminal, make a symlink of python to /bin/python2.7.exe, ie:  ln -nfs /bin/python /bin/python2.7.exe
11.  Reboot

...

Using Cygwin

10. To use Cygwin, simply launch the Cygwin64 Terminal from the Start Menu or Desktop

...