When installing cygwin, the ".bat" file is usually installed at the top of the directory tree containing cygwin, which can launch a command window. For instance:
@echo off C: chdir C:\cygwin64\bin bash --login -i >
The exact location of the cygwin tree is relevant to the script, of course, and the details sometimes change. But the bash executable, starting with the cygwin bin directory, is enough to launch a window.
Outside of cygwin, you won't see things like installed directories and symbolic links. Therefore (from the Windows file explorer) it may look incomplete.
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