Setting up Python easy install for Cygwin
See here -
To get easy_install and pip running under cygwin first download ez_setup.py and run it with python:
$ python ez_setup.py
This should install setuptools and also create an easy_install script for your python version which can then be used to install pip:
$ easy_install pip
This will install pip into your python site packages directory. You should then be able to use pip to install other Python packages.