it is better to get Windows working inside cygwin's bash shell as opposed to the UNIX utilities inside the Windows Command Prompt.
I have cyrwin installed and working. The terminal/window I get is running bash.
The way I see it, the statement gives you two options:
1) Use Cygwin's Bash shell for all your command-line needs. You get the Unix stuff for free (because Cygwin takes care of that), but you need to do some stuff to get the Windows programs to run as well.
2) Use the Windows Command Prompt for all your command-line needs. You get the Windows stuff for free (as long as it's on your %PATH% variable), but you need to do some stuff to get the Unix programs to run as well.
The statement prefers the first option. I agree with them, although I use Git Bash, which gives me both with very little effort.
I've found a much more elegant solution than making cygwin commands available in cmd.exe, is to make windows commands available in cygwin.
I use Windows XP, and just added '/cygdrive/c/WINNT' to my path.
Now I can open a windows explorer in my current cygwin dir with "explorer ."
I can manage my network connections with ipconfig.
All from within tcsh (or sh, if you prefer).
I think that pretty much answers your question. This guy wants to use Windows commands inside Cygwin. Personally, I use Cygwin the way the article author set it up. When I'm using Cygwin, it's because I want to use Bash/Unix (usually to SSH to one of my servers or work some magic in CVS). When I'm using Windows CMD, I also want to have Unix utilities, so I just add Cygwin to the Windows PATH variable.
Who's advice you follow depends on how you want to use the tools in question.