You might have better luck if you ask the moderator to move your post to networking and sharing forum. More net savvy members will be likely to read it there.
edit: I haven't dealt with Cygwin in some time. But my impression is, if the set up Gui won't let you check a package or option, then it does not detect some requirement. You may need to install in a different order or download more components.
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To avoid a lot of Q & A about your hardware and OS configuration, please click on this link to
Edit System Specs
Filling this out, at least partially, will save a lot of time. Another advantage is when posting a new problem, the person answering can just click the My System Specs link in the bottom of your post. No need to search for the information.
If you have multiple systems just indicate that in the System Specs so that we know why many of the fields are blank.