How to set mintty.exe as the default terminal on Windows?

I am trying to set the https://github.com/mintty/mintty terminal installed by Cygwin as the default Visual Studio Code terminal with:

"terminal.integrated.shell.windows": "D:\\Cygwin\\bin\\mintty.exe",

But it opens the Mintty.exe terminal on a new window, instead of show it as an embedded console.

Related thread I found about it:

1. How to change the integrated terminal in visual studio code or VSCode
2. How to Integrate babun shell in VS code
3. Is it possible to configure Babun/ZSH for the integrated terminal on Windows?
4. How to integrate terminal whth babun on windows?

You should use "D:\\Cygwin\\bin\\bash.exe" instead of mintty

cheers.