Installing gfortran on PGI in Windows

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I am trying to get into learning Fortran for research and choosing to use PGI community edition 2015. I have installed the necessary Visual studios/other packages so the compiler works. Since PGI uses some Cygwin components, how do I download the following packages so that I may install it into the PGI compiler? Say:

https://cygwin.com/packages/x86_64/mingw64-i686-gcc-fortran/?C=D;O=A

https://cygwin.com/packages/x86_64/make/

I do not know the correct terminology, but how would I use these file and import them into the compiler (using the "make" command). Can you also provide sample code as to how to do this setup as when I do gfortran --version, nothing is detected.

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