Install gcc, make, autotools, etc. in cygwin, download the software and compile it yourself (initially under the windows, so you get Windows, the native binary), since it does not seem to be offered by cygwin.
README for software has a section on windows:
= Minimal installation =
If you just need a parallel and you donβt have βmakeβ (the system may be outdated or Microsoft Windows):
wget http://git.savannah.gnu.org/cgit/parallel.git/plain/src/parallel chmod 755 parallel cp parallel sem mv parallel sem dir-in-your-$PATH/bin/
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