[Windows] Cygwin can be used instead of WSL, much easier and more user friendly

[Rings4]

Setting up WSL proved to be quite a pain, requiring you to enable a Windows feature, reboot, then essentially download and install an instance of Ubuntu in order to boot into it just to run bash scripts.

What I find to be infinitely easier and more efficient is to simply use Cygwin. Cygwin allows you to run Linux commands in Windows as though it were being run natively. I suggest adding this under the Windows instructions and mentioning WSL as a secondary method.

[TheFrenchGhosty]

I'm not experienced with anything linux-on-windows related, so feel free to open a PR about a full setup for beginners (in docs/)

[pukkandan]

While cygwin is easier to initially set up, If the user can set up WSL, I would still recommend it - especially if it's WSL2. Cygwin still has a lot of bugs/quirks.

Also, whichever method you use, I also suggest adding --windows-filenames to the scripts when using on windows. Some filenames will cause issues otherwise (since yt-dlp thinks it is running in UNIX and therefore doesn't clean up filenames as needed by the windows FS)

[LSchallot]

I believe that anything with bash for Windows (Cygwin, Git Bash, etc) could make use of these scripts. I use Git Bash daily so I can write up some documentation on that setup and hopefully it will correspond with Cygwin.

[TheFrenchGhosty]

Done in #58