To copy files from Cygwin to the c:\ drive, we want to keep in mind that Cygwin names your c:\ drive in Windows as: /cygdrive/c.
First what we want to do, is create a symlink (short for symbolic link) to the c:\ drive by pulling up a terminal in Cygwin and do:
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ln -s /cygdrive/c /cThen, it's just a matter of changing directory in Cygwin to the files that you want to copy to your c:\ drive in Windows. For me in this case it was:
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cd /home/dedanna/Downloads/Core-Release-1Next, it's the regular copy command to the directory in c:\ that you want the files copied to:
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cp *.* /c/Users/dedanna/Downloads/linux-updates/core-releaseSince I'd made the symbolic link first, I didn't have to type /cygdrive/c, just /c, and my files are right where I wanted them.

There are those saying that one can use just c:\<folder> now, but I prefer this method; it keeps me in the same context when I'm in Cygwin.