Download setup-x86.exe 或 setup-x86_64.exe from https://cygwin.com.
Select Install from Internet, and enter the following address in “User URL”:
https://mirror.citrahost.com/cygwin/
Click the “Add” button, then select “https://mirror.citrahost.com”, click “Next” to install.
Note that this list is a multi-choice list, and please click off the unnecessary images above.