Although most of the cross-platform software have a Windows version; however, we may still get in trouble. So, a simulated interface is needed! Cygwin is a popular solution, by using the Cygwin, you can use those commands only under Linux system, such as 'ls', 'make', etc.
Installation
Some of the figures comes from this official document
http://docs.oracle.com/cd/E24628_01/install.121/e22624/preinstall_req_cygwin_ssh.htm#CBHIAFGI
which is easy to be understood. I rewrite this post to leave a copy on my blog, and I do not put all the pictures, just important ones.
Get the installation package
http://cygwin.com/install.html
Please choose 'Install from internet'
Choose 'Use Internet Explorer Proxy Settings'
Choose packages your want. The default setting might not fit your developing needs, you should pick up what you want, such as SSH, X11, Vim, etc.
(Those with version number are going to be installed)
Some packages I recommend:
Openssh: To connect to a server via ssh protocol
X11: Help you to run the GUI using your local resource.
Sqlite3: Database
Mysql: Database
Python: Program language
Git: Distributed version control system
Make: To compile some packages
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