How do I run it?

[Perry Hutchison]

OK, I've installed Cygwin and XFree86 on a Windows 95 system.  When
I try to run C:\cygwin\usr\X11R6\bin\XWin.exe, I get an error box:

    Error Starting Program

              A required .DLL file, CYGWIN1.DLL, was not found.

That file does exist, in C:\cygwin\bin.  Rebooting does not help.
What part of the installation process did I miss?

The only things I found in the FAQ that seem even remotely related are
1.8 and 2.3.  They mention a startxwin.bat, which I can't find on my
system.  There's also a mention of a HOW-TO, but the only such file I
can find is HOW-TO-CONTRIBUTE which is a little beyond where I've been
able to get to so far :)