They can be used from one of the provided Unix shells like bash, tcsh or zsh.Cygwin can be expected to run on all modern, released versions of Windows.
State January 2016 this includes Windows Vista, Windows Server 2008 and all later versions of Windows up to Windows 10 and Windows Server 2016.The 32 bit version of Cygwin also runs in the WOW64 32 bit environment on released 64 bit versions of Windows, the 64 bit version of course only on 64 bit Windows.The Cygwin distribution contains thousands of packages from the Open Source world including most GNU tools, many BSD tools, an X server and a full set of X applications.If you're a developer you will find tools, headers and libraries allowing to write Windows console or GUI applications that make use of significant parts of the POSIX API.Cygwin allows easy porting of many Unix programs without the need for extensive changes to the source code.
This includes configuring and building most of the available GNU or BSD software, including the packages included with the Cygwin distribution themselves.
You can find documentation for the individual GNU tools typically as man pages or info pages as part of the Cygwin net distribution. Note that when we say "free" we mean freedom, not price.
The goal of such freedom is that the people who use a given piece of software should be able to change it to fit their needs, learn from it, share it with their friends, etc.
For more information about using Cygwin's Corinna Vinschen is the current project lead. Corinna is responsible for the Cygwin library and maintains a couple of packages, for instance Open SSH, Open SSL, and a lot more.
Yaakov Selkowitz is another Red Hat engineer working on the Cygwin project.
For a searchable list of packages that can be installed with Cygwin, see https://cygwin.com/packages/.