To remove any package on Cygwin, run setup-x86.exe or setup-x86_64.exe (which you already have, or you can get them here ), select "ruby" in the "translators" section, click the round arrow icon until "Uninstall" message does not appear, and then continue. This will remove executable files and libraries and take care of any dependencies. You can delete files directly, but this can leave the system in an inconsistent state, and you can skip something.
Cygwin does not yet have, unfortunately, Ruby 1.9.2 (NOTE: I wrote this a few years ago, and currently I can not verify). How are you going to install it? If you intend to install a clean version of Ruby for Windows (not Cygwin), you may not need to uninstall the version of Cygwin. For example, I have both Cygwin Perl and ActiveState Perl on my Windows 7 system; I use one from the Cygwin environment, the other from the Windows environment.
Or I suppose you could create ruby 1.9.2 from a source under Cygwin; in this case, yes, you want to remove the Cygwin ruby system first.
(When I write this update, the latest version of Ruby is 2.3.2.)
http://www.ruby-lang.org/en/downloads/ contains more information on how to install ruby (but nothing special in Cygwin).
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