Config X11 to run xfig
Cygwin/X is a free X server. You already installed X11 together with xfig when installing cygwin. You need to config X11 following these instructions:
Download xfree86.ico into your home directory. You should click the right mouse button and select "Save target as", so that these files are saved in text instead of HTML formats.
Create a shortcut (this page explains how to create a shortcut) named Cygwin/X on the desktop and input the following information:
Target: d:cygwininstartxwin.bat
Start in: d:cygwinin
Run: Minimized
If you have a two-button mouse, you need to set the target as below so that you can click both the left and right mouse button to emulate the middle button. You'll need the middle button a lot in xfig.