Run this twice if it fails the first time. Here’s how it failed for me.
ERROR: Running ["C:\Users\jong\AppData\Local\Temp\Cygwin\2.6.1\setup-x86_64.exe" --quiet-mode --site http://mirrors.kernel.org/sourceware/cygwin/ --packages default --root C:\tools\cygwin --local-package-dir C:\tools\cygwin --no-desktop ] was not successful. Exit code was '1'. See log for possible error messages.
Environment Vars (like PATH) have changed. Close/reopen your shell to
see the changes (or in powershell/cmd.exe just type `refreshenv`).
The install of cygwin was NOT successful.
Error while running 'C:\ProgramData\chocolatey\lib\Cygwin\tools\chocolateyInstall.ps1'.