Make the command persistent by recording it in a .bat/.cmd file and add the path of the file to registry.
For example, your command may look like DOSKEY ls=dir DOSKEY sublime="C:\Program Files\Sublime Text 2\sublime_text" $* $* is useful for commands that take on arguments. For example, here I like to be able to do sublime my_code.c.
The registry for cmd is at HKEY_CURRENT_USER -> Software -> Microsoft -> Command Processor. Create a string valued entry called AutoRun with the full path of the file (not the containing folder) such as %USERPROFILE%\custom_command.cmd. Then each time cmd is run, your command will be loaded!
You can add more useful stuffs to the batch file too. See here for an example template.
Install the 32 or 64 bit version for your system. The default settings and packages should include what you need so you don't have to change anything once you get to the packages screen.
After installation, copy the Cygwin folder path to your environment path variables. For example; if you installed cygwin to C:\Cygwin, you will add the following to your environment system path variables:
;C:\Cygwin\bin
On my system I installed the 64bit version and the default folder name and path was C:\cygwin64. So i added the following to my system environment path variables:
;C:\cygwin64\bin
Restart your terminal if it's open. Then type ls and you'll see a directory listing.
See the following if you are not familiar with setting PATH environment variables:
TL;DR: pass /K path/to/custom/init_cmd.bat to your "shell startup" command.
I'm using ConsoleZ as my shell wrapper, so in my case I can find the setup option in "tabs", then I set the shell path to "C:\Windows\System32\cmd.exe "/K C:\cmd_init.bat""like this.
Where C:\cmd_init.bat is the batch script containing my macros, here's what I would go for:
@echo off
doskey ls=dir /b
rem other macro stuff..
Sorry for formatting and other mistakes, this is my first time answering here.
I hope it helps!