The first thing to consider is that Windows XP is no longer supported by
the main Cygwin code base.
https://cygwin.com/cygwin-ug-net/setup-net.html
If you really need to install on XP, you'll have to find a snapshot of
the last repository that supported it. That would be anything prior to
Cygwin 2.6.
http://www.crouchingtigerhiddenfruitbat.org/Cygwin/timemachine.html
Download the appropriate Setup program and follow the instructions. I
have no idea if this still works.
In any case, you can run Setup on another machine with internet
connectivity in download only mode, then copy that downloaded directory
tree to the offline machine and run Setup there.
If that's not possible, you can just wget -r the appropriate package
directories and copy them to the other machine.
HTH.
Thanks.
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