What packages should I download? Where are make, gcc, vi, etc?
When using Cygwin Setup for the first time, the default is to install a minimal subset of all available packages. If you want anything beyond that, you will have to select it explicitly. See http://cygwin.com/packages/ for a searchable list of available packages, or use cygcheck -p as described in the Cygwin User’s Guide at http://cygwin.com/cygwin-ug-net/using-utils.html#cygcheck. If you want to build programs, of course you’ll need gcc, binutils, make and probably other packages from the “Devel” category. Text editors can be found under “Editors”.