XFree86 is a seperate (additional) install, as the docs cover.

I've also found that the built-in installer tends not to work for the XF86 stuff. The "roll it by hand" instructions will get you rolling though.

Once that's done, XWin will get you going, and XWin -fullscreen will give you a full-screen X server. MS Windows continues to grab the <ctrl><tab> keypress, no way around that I've found, but otherwise it's pretty good.

I like to get sshd running as well. See [link|http://tech.erdelynet.com/cygwin-sshd.asp|[link|http://tech.erdelynet.com/cygwin-sshd.asp|http://tech.erdelyn...win-sshd.asp]] for tips. Also some generally good modifications to your system (though I don't use his profile and aliases files). Make sure you add /usr/X11R6/bin to your path in /etc/environment:
PATH="/usr/local/bin:/usr/bin:/bin:/usr/X11R6/bin:$PATH"

USER="`id -un`"

# Set up USER's home directory
if [ -z "$HOME" ]; then
HOME="/home/$USER"
fi

if [ ! -d "$HOME" ]; then
mkdir -p "$HOME"
fi

export HOME USER

for i in /etc/profile.d/*.sh ; do
if [ -f $i ]; then
. $i
fi
done

export MAKE_MODE=unix
export PS1='[\\[\\033]0;\\w\\007\\033[32m\\]\\u@\\h:\\[\\033[33m\\W\\033[0m\\]]$ '

export http_proxy=[link|http://proxy.freerun.com:4271/|http://proxy.freerun.com:4271/]
export https_proxy=https://proxy.freerun.com:4271/

alias ls='ls --color=auto'
alias la='ls -a'
alias ll='ls -l'
alias lf='la -F'

cd "$HOME"