I was asked the other day about how did I get nmap working with cygwin. It's quite simple, I installed nmap on to my Windows PC using the basic installer, and then once installed, load cygwin and type the command below. Please note the path might be different depending on where you have installed Nmap.
echo 'alias nmap="/cygdrive/c/Program Files (x86)/Nmap/nmap.exe"' >> ~/.bash_profile
You could edit the file manually if you like, just incase you format your profile a certain way.
Once added you will need to open a new cygwin session, and you will good to go.
I am always interested in feedback so please feel free to add any comments, or you can mail me here. If you would like to submit a quick tip with full credit and links back to your site then also feel free to contact me.