This is a bit crude, but it is what I use for launching external programs
(including bash scripts).  When I used to work in Win+Cygwin I also had a wrapper around the bash script but I forget why I needed that.
but remember that you can always tie specific actions to your project
(build, compile, etc), you can always add your own as well Project->Properties->Tools->New.  All those commands can execute in the process window 
#include "slick.sh"
static _str mytmp='/tmp/myvstmp.txt'
_command git_annotate(_str filename='') name_info(',' VSARG2_MACRO )
{
   if (filename=='') {
      filename=p_buf_name;
   }
   curr_line=p_line;
   delete_file(mytmp); // make sure we dont get old file
   if( file_match(mytmp,'1')==mytmp ) {
      message('Tmp file delete failed! ('mytmp') change permissions and if still failing - restart vs');
      return 1
   }
   shell('/usr/bin/git blame -s 'filename' | sed "s@^\(.\{8\}\) [^)]*) @\1 @" >'mytmp, 'p');
   if( file_match(mytmp,'1')!=mytmp ) {
      message('Annotate failed');
      return 1
   }
   status=edit('-w 'mytmp);
   if (status) {
      message('Error opening output file for display.');
      return 1
   }
   goto_line(curr_line+1);
   // keep disk clean
   p_buf_flags |= VSBUFFLAG_THROW_AWAY_CHANGES;
   name("* annotate output *" filename, false);
   delete_file(mytmp);
}