I have a cygwin installed, and all the necessary packages for xmlstarlet installed. I have downloaded the xmlstarlet. I try to run it from cygwin with command "./xml.exe", it works. I just want to know, what should I do so that it can be run as a command inside Cygwin, so that I can start command like this "xmlstarlet 'argments'"
I'm not sure I totally understand your question. You say first that you run it under Cygwin and it works, and then you ask how to run it under Cygwin
As long as the executable is somewhere in your PATH, you should be able to run it from any Cygwin shell, passing it arguments, just as you would under Linux, or any other Unix variant.