Edit Windows Cygwin Guide

@nadaa has recently completed a guide to building the docs in Windows and working locally with Cygwin.

The content of this guide is very good, but there are two problems:

1. @nadaa, like many of us, is relatively new to this kind of technical writing, so there are style issues and rewrites that need to be done
2. I do not have a Windows machine, so there is no way for me to check the accuracy or usefulness of the document.

In past PRs, I have done several rounds of back-and-forth editorial work in the comments, waiting until the original committer had "gotten everything right" before merging.

For this document, I would like to **try an experiment.**

This may not work, but I'd like to try it out.

I am looking for **one person who has a Windows machine** to:

- follow the guide
- correct or clarify any content
- provide editorial corrections
- this is more than line edits. Editorial work means you have an opinion about how best to communicate an idea, and you are empowered to add, edit, delete, or rearrange existing content.
- submit a PR (referencing this issue) with your proposed changes.

Once the PR is submitted, I would like @nadaa to complete a Review of that PR.

Please ask any questions you have here before diving in. The first person to claim it will do the PR. There will be other opportunities to do this, so don't worry if you can't do this one.

Start by locating the Windows/Cygwin build guide in the Sphinx documentation and following it on a Windows machine. Record inaccurate or unclear steps, make editorial corrections, and submit a pull request referencing issue #159; done means the guide works and reads clearly, with @nadaa reviewing the pull request.

Written by the indexing model from the issue text.