Since Linux is now available in Windows, you need not use any third-party applications like Cygwin. WSL should be enough for most of the scenarios to help you run a shell script in Windows 11/10.

The new Sandbox feature in Windows 10 lets organizations run potentially risky executables in isolation, without having to set up a virtual machine.

Using the Windows Subsystem for Linux (WSL), you can launch Linux applications directly in a Windows 10 command prompt or PowerShell prompt.