As mentioned in the Intro to Cygwin page, Cygwin is able to give POSIX binaries the ability to authenticate to the Windows SID subsystem.
To take advantage of this feature for:
Install the OpenSSH daemon according to SSHD
Be sure to set the CYGWIN variable for the daemon to 'ntsec'
Windows usernames with spacesEdit
According to the Cygwin FAQ , these usernames will cause problems for Cygwin. Avoid using them.