When installing packages for the first time, setup*.exe does not install every package. Only the minimal base packages from the Cygwin distribution are installed by default, which takes up about 100 MB.
Clicking on categories and packages in the setup*.exe package installation screen allows you to select what is installed or updated.
Individual packages like bash, gcc, less, etc. are released independently of the Cygwin DLL, so the Cygwin DLL version is not useful as a general Cygwin release number. The setup*.exe utility tracks the versions of all installed components and provides the mechanism for installing or updating everything available from this site for Cygwin.
Once you’ve installed your desired subset of the Cygwin distribution, setup*.exe will remember what you selected so rerunning the program will update your system with any new package releases.
On Windows Vista and later, setup*.exe will check by default if it runs with administrative privileges and, if not, will try to elevate the process. If you want to avoid this behaviour and install under an unprivileged account just for your own usage, run setup*.exe with the --no-admin option.
The setup*.exe installer is designed to be easy for new users to understand while remaining flexible for the experienced. The volunteer development team is constantly working on setup*.exe; before requesting a new feature, check the wishlist in the README.