Babun provides an nice layer over cygwin (preinstalled oh-my-z and other goodies) along with an excellent package manager as well. https://github.com/babun/babun
Indeed. It's kind of weird there's no package manager beyond setup.exe in Cygwin. There's even a port of rpm in the package collection. I wonder if Cygwin misses some bigger piece of functionality that is a requirement for rpm. Or maybe it's just good enough for most of use cases.