KDE on Cygwin is the port of the Qt toolkit and the KDE desktop environment (both of which are commonly found in Linux) to the Windows Operating System by using Cygwin, a POSIX emulation layer.
KDE on Cygwin helps Windows computers to run applications originally created for Qt and KDE, by providing the applications with the necessary dependencies in a transparent manner.
The project is no longer being developed as since 2009 there exists a natively-compiled version of KDE 4 for Windows.
Read more about KDE On Cygwin: History, Ported Software