I think the
   "setup.exe" mentioned in
https://cygwin.com/cygwin-ug-net/ov-ex-win.html
"Quick Start Guide for those more experienced with Windows"

setup.exe is mentioned 3 times on the page, the first is:
     To install a basic Cygwin environment, run the *setup.exe* program and
click Next at each page.  Most people know what was meant, so I guess these

on the main page it is clearly called out as
  *Install Cygwin by running *setup-x86_64.exe
<https://www.cygwin.com/setup-x86_64.exe>
it looks like setup.exe is mentioned in the following files in cygwin-htdocs

cygwin-ug-net/brief-history.html
cygwin-ug-net/highlights.html
cygwin-ug-net/ov-ex-unix.html
cygwin-ug-net/ov-ex-win.html

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