You absolutely have to use a text editor which can save files with Unix format. So do NOT use Notepad or Wordpad! There are a number of editors freely available that can be used.
If you do accidentally end up with files
having MS-DOS style line termination, then you
may have to convert them to Unix format for some
Cygwin programs to operate on them properly. The
program dos2unix
can be used to put them
back into Unix format as shown below:
$ dos2unix XYZ Dos2Unix: Cleaning file XYZ ...
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