How to install new packages on Cygwin?

There is no package management in Cygwin outside of the setup program. The setup only applies updates to your current installation, it does not overwrite packages that what you already have (unless you have explicitly said so).

So rerun the setup program to install new packages.

There is a package called apt-cyg that may be what you are looking for. It appears to be based upon apt-get.

apt-cyg is a command-line installer for Cygwin which cooperates with Cygwin Setup and uses the same repository. The syntax is similar to apt-get.

An example command would be

$ apt-cyg install yourPackage

To install it you need wget, tar, gawk, and bzip2. You can download all these packages from the Cygwin packages list.

Re-run the setup program again. This is how you update Cygwin as well.