I tried a Cygwin install on a PC here used by a Chinese person, and had a few strange problems.
First, when doing an xrdb -merge .Xresources, it reported these errors: illegal parameter: t illegal parameter: r illegal parameter: a illegal parameter: d illegal parameter: i illegal parameter: t illegal parameter: i illegal parameter: o which I suspect was referring to some function which perhaps returned "traditional chinese" instead of C. Secondly, In any xterm or rxvt window, no prompt string would display. The shell was active and would execute commands; PS1 was set reasonably; but no prompt displayed. Even setting it to a plain old '$ ' made no difference. luke
