Running daemons under Cygwin is currently under technology preview. We've tested a small cluster of Windows execution machines, and the results look promising:
Note that this is not the first attempt to port Grid Engine to the Cygwin environment. In 2003, Andy mentioned in the Compiling Grid Engine under Cygwin thread that Sun/Gridware ported the Grid Engine CLI to Cygwin, but daemons were not supported in the original port. Ian Chesal (who worked for Altera at that time) ported the Grid Engine daemons as well, but did not release any code. In 2011 we started from scratch again, and we checked in code changes earlier this year - the majority of the code is already in the GE2011.11 patch 1 release, with the rest coming in the update 1 release.
So finally, the Cygwin port is in the source tree this time - no more out-of-tree patches.