Babun is an open source operating system. That means that it is also able to run a variety of other command-line based programs. However, there are so many pieces of open source software written to work with Cygwin, that the hurdle to getting something running on your own machine is quite a high hurdle to cross. However, that barrier is easily cleared with a little bit of work and some programming know-how.
The easiest way to install a ban on windows is to use an application like Babun Command Line in Windows, or Babun Live in Linux. This will allow you to easily execute a Babun shell from a command line prompt. Most applications have a built in generic "Babuns" file which contains all the commands that you can execute from the command line. To find the one for you, just type "Babuns" from a command line and then search for it in Google or any other search engine.
For an even simpler method to install baby, all you need to do is to download Babun Live onto your machine, launch it and follow the on screen instructions to install it. It is important to note that this will replace Babun Live, not just update it. Once you have installed it, launch it will search for all the files that it needs to make the most of its features. Simply copy the files you want to keep onto your computer and then launch babun shell from there. It should take care of everything for you.