cygwin.bat

@echo off
set CYGROOT=C:\cygwin
start "" PowerShell.exe -ExecutionPolicy RemoteSigned "$Env:CHERE_INVOKING=1; %CYGROOT%\bin\bash --login -i"

cygwin.wsf

<?xml version="1.0"encoding="utf-8" ?>
<package>
  <job>
    <script language="VBScript">
    <![CDATA[
      Option Explicit
      Dim html: Set html=CreateObject("htmlfile")
        ''--- Display MsgBox while launching Cygwin
        html.parentWindow.setTimeout GetRef("CygStart"), 100
        MsgBox "Starting Cygwin ...", vbOkOnly + vbInformation, "Cygwin"
    
      Sub CygStart()
        Dim wShell: Set wShell = CreateObject("WScript.Shell")
        Dim FSO: Set FSO = CreateObject("Scripting.FileSystemObject")

        ''--- Move current direcroty when argv[0] exists 
        Dim objArgs: Set objArgs=WScript.Arguments.Unnamed
        If objArgs.Count > 0 Then
          Dim argPath: argPath = objArgs.Item(0)
          If FSO.FolderExists(argPath) Then
            wShell.CurrentDirectory = argPath
          End If
        End If

        ''--- Lauching Cygwin in current directory
        wShell.Environment("User").Item("CHERE_INVOKING") = 1
        '' wShell.Run "D:\cygwin\bin\bash --login -i"
        Dim cmd: cmd = "PowerShell.exe -ExecutionPolicy RemoteSigned -Command ""C:\cygwin\bin\bash --login -i"""
        wShell.Run cmd, 1, False

        WScript.Timeout=1
        Set FSO = Nothing
        Set wShell = Nothing
      End Sub
    ]]>
    </script>
  </job>
</package>