I had come across the following thread (how to verify the validity of the binary using the public key?) which details the verifying of the validity of the signature provided by Cygwin for its installation. I ran the following commands (output shown as well):
$ gpg --import pubring.asc
gpg: key A9A262FF676041BA: public key "Cygwin <cygwin@cygwin.com>" imported
gpg: Total number processed: 1
gpg: imported: 1
$ gpg --list-keys
/home/ubuntuman/.gnupg/pubring.kbx
----------------------------------
pub dsa1024 2008-06-13 [SC]
1169DF9F22734F743AA59232A9A262FF676041BA
uid [ unknown] Cygwin <cygwin@cygwin.com>
sub elg1024 2008-06-13 [E]
$ gpg --verify setup-x86_64.exe.sig setup-x86_64.exe
gpg: Signature made Mon 23 Oct 2017 06:44:26 AM HST
gpg: using DSA key A9A262FF676041BA
gpg: Good signature from "Cygwin <cygwin@cygwin.com>" [unknown]
gpg: WARNING: This key is not certified with a trusted signature!
gpg: There is no indication that the signature belongs to the
owner.
Primary key fingerprint: 1169 DF9F 2273 4F74 3AA5 9232 A9A2 62FF 6760 41BA
so, is this safe to install? I'm new to GnuPG, signatures, and certificates. What pops out to me is the "WARNING: This key is not certified with a trusted signature" and that the "signature was made Mon 23 Oct 2017", which is pretty recent at the time of writing this post (Nov 5).