you can always make a bash alias to setup*.exe files in $home/.bashrc
cygwin 32bit
alias cyg-get="/cygdrive/c/cygwin/setup-x86.exe -q -P"
cygwin 64bit
alias cyg-get="/cygdrive/c/cygwin64/setup-x86_64.exe -q -P"
now you can install packages with
cyg-get <package>