Is it possible to run hip-hop php in cygwin which is using more script languages in windows like linux environment...?
You're mistaking about what cygwin is, it's an approximation of a standard *nix environment on windows, giving you access to a lot of tools and shells that you otherwise wouldn't have. It's not a linux system providing the necessary api and system calls, it can not run linux originating binaries.
So your actual question in my opinion is: "how can I run a hiphop generated compiled application under windows?" to which I have to say: for now you can't barring trying to compile the generated c++ source code yourself on windows.
for references see
So right now your only real options are running it in a virtualized linux environment, on or besides Windows, wether that's worth it, I can't say.