Plink and Cygwin

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I am very new using Linux. I need to use some programs (plink; https://www.cog-genomics.org/plink/ and ldsc: https://github.com/bulik/ldsc) that are usually ran in Linux. I am a windows user and I have installed Cygwin to emulate Linux. However, I cannot make them work. I have downloaded all files and unzip them in the main directory but they do not work. The command line does not recognize the commands.

Any ideas about how to run these programs using Cygwin?

Thank you so much in advance. With all good wishes.

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Solution #1 (easy)
use the Windows version at https://www.cog-genomics.org/plink/

Solution #2 (more difficult) as clearly the code is lacking of any Autoconf/Cmake configuration set up.

Build requires the packages: make, gcc-g++, liblapack-devel, cygwin-devel, zlib-devel

Download the source code in tar.gz format from
https://github.com/chrchang/plink-ng/releases?page=1

and then

tar -xf plink-ng-2.00a3.3.tar.gz
cd plink-ng-2.00a3.3
ln -s /usr/include zlib-1.2.11
cd 1.9
make ZLIB="-lz" BLASFLAGS="-llapack -lblas"