Download and excute the Cygwin setup.exe installation wizard

Accept the default wizard selections, except where changes are necessary (e.g. "Select Your Internet Connection")

After choosing a Download Site, the available packages are listed. Expand the Net node in the package list and click on the Skip: icon next to the package openssh. This will cause the openssh and openssl packages to be selected for installation.

(Optional) Expand the "Editors" node in the package list and select the vim package if you would like to edit with vi.

Wait for the installation to complete. This may take some time depending on the speed of your internet connection.

Open a shell: Start+Programs+Cygwin+Cygwin Bash Shell. NOTE: This shell must be run as Administrator.

Once Cygwin is installed, setting up sshd is simply the matter of running the script ssh-host-config from the shell opened in the previous step. Recommended user responses are included below:

win$ ssh-host-config
Generating /etc/ssh_host_key
Generating /etc/ssh_host_rsa_key
Generating /etc/ssh_host_dsa_key
Generating /etc/ssh_config file
Privilege separation is set to yes by default since OpenSSH 3.3.
However, this requires a non-privileged account called 'sshd'.
For more info on privilege separation read 
/usr/share/doc/openssh/README.privsep.

Should privilege separation be used? (yes/no) yes
Warning: The following function requires administrator privileges!
Should this script create a local user 'sshd' on this machine? (yes/no) yes
Generating /etc/sshd_config file


Warning: The following functions require administrator privileges!

Do you want to install sshd as service?
(Say "no" if it's already installed as service) (yes/no) yes

Which value should the environment variable CYGWIN have when
sshd starts? It's recommended to set at least "ntsec" to be
able to change user context without password.
Default is "ntsec".  CYGWIN=(Enter)

The service has been installed under LocalSystem account.
To start the service, call `net start sshd' or `cygrunsrv -S sshd'.

Host configuration finished. Have fun!
          

More information on setting up OpenSSH under Cygwin are available in the /usr/share/doc/openssh/README file under the Cygwin home directory.

Note: If you wish to have sshd listen on a port other than the default (22) edit the file /etc/sshd_config and change the Port 22 line to reflect the desired port. With Vista, you will need to change the file permissions to do this as the file is owned by a different user id. Be sure to revert the permissions after editing.

Start sshd by running cygrunsrv:

win$ cygrunsrv -S sshd
win$ ps -eaf
      UID     PID    PPID TTY     STIME COMMAND
  sgoetze    2644       1 con  16:28:32 /usr/bin/bash
   SYSTEM    4012       1   ?  16:30:53 /usr/bin/cygrunsrv
   SYSTEM     868    4012   ?  16:30:53 /usr/sbin/sshd
  sgoetze    1664    2644 con  16:30:58 /usr/bin/ps
          

Test Cygwin ssh locally:

	Note
	When you supply the Windows userid, it must match the case of the actual id on your Windows system.

win$ ssh <userid>@localhost
The authenticity of host 'localhost (127.0.0.1)' can't be established.
RSA key fingerprint is cc:7c:3d:b5:3e:43:5a:6f:12:e2:1a:af:80:45:ae:fa.
Are you sure you want to continue connecting (yes/no)? yes
Warning: Permanently added 'localhost' (RSA) to the list of known hosts.
<userid>@localhost's password:

win$ logout
Connection to localhost closed.
          

Test Cygwin ssh from z/OS:

Repeat the above test from your z/OS userid to confirm that there are no firewall issues.

ZOS$ ssh -p <port> <userid>@windows_host

Download Co:Z for Windows from the downloads page.

From a Cygwin bash shell, create the directory /opt if it doesn't exist.

Extract the contents of the distribution .zip file to the /opt directory.

Ensure that the files in /opt/dovetail/coz/bin are marked executable:

$ cd /opt/dovetail/coz/bin
$ chmod +x cozagent cozclient fromdsn todsn
          

Add {CYGWIN_HOME}/opt/dovetail/coz/bin to your Windows PATH environment variable and ensure that {CYGWIN_HOME}/bin is also present.