This is the wrong place to be asking really. This list is for using
PHP with databases, not installing PHP even if it's with a database.
While I'm far from being a Linux Guru, I can't think of any reason
that you should get any references to CygWin, which is a Windows package
to allow a Unix-Like environment.
You need a list like the developers one, where they're more
knowledgeable with building PHP/MySQL
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