Cygwin is a software package that allows Windows to emulate Unix, since PostgreSQL is a Unix-only DBMS, at present.
But, you can download the beta for a Windows-native version of PostgerSQL, which is under development: ftp://209.61.187.152/postgres/ (I don't know whether this is an installable file, or requires you to compile it with Visual C++). By version 7.4, they are hoping to make PostgreSQL as easy to install on Windows as on Unix.
So, while it is possible to run PostgreSQL on Windows, it is not the smoothest setup.
If you are serious about learning PostgreSQL, I would recommend you take the time to install Linux, because most Linux distributions come with PostgreSQL as a standard install option. Thus, the amount of time you spend installing Linux would probably be less than the amount of time you spend fiddling with Cygwin and then with PostgreSQL.
You can choose two paths:
1. install RedHat/Mandrake/Slackware as a dual-boot on your Windows computer, or
2. (better, IMHO) just find a cheap used computer with a network card, and install a minimal Linux server on it. You can still use Windows to
connect to your PostgreSQL database, so you needn't give up your Windows desktop at all. And
is a great Windows tool. Plus, this would also teach you to deal with the client-server nature of most enterprise database systems. -------------------------------------------
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