It also comes with ssh and many useful tools that you expect to find in any Linux distributions.
Using Cygwin is great if you miss the Linux CLI, you will be able to use mv, cp and others. You will be able to run bash, git and even X11 (forwarding). It provides the most basic functions as well as many complex ones. The leading solution is called Cygwin, it is a project that aims to provide a Unix-like environment on Windows. You won’t be able to emulate a full Unix-like experience in a Windows environment.