How to run the OpenSSH SSHD server on Windows using Cygwin

Install the following Cygwin packages (rerun setup if necessary -- you can add packages after you have already installed Cygwin).

Admin --> cygrunsrv
Net --> openssh

Open a new bash shell window and run the SSH configure stuff.

ssh-host-config -y

This step will create necessary configuration files, a priviledge separation user and necessary directories.

When prompted with "CYGWIN=" type for following:

tty ntsec

That's done.

Last thing to do, type the following:
chmod 400 /etc/ssh_host_ecdsa_key

Now you are ready to start the service.

cygrunsrv -S sshd

Finished