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Basically I just chose to install PostgreSQL from the Cygwin Setup.exe. The process went fine so I reckon it is installed successfully.

I found several links to this question like this one

However, I didn't find any executable script in the /usr/bin directory that is PostgreSQL related.

So I just cannot get the database server started.

I am new to this specific database so sorry about this noob question. I used to programme with WAMP a lot, am really a newbie in this.

Thanks for any suggestions or help in advance.

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Why don't you use the simple binary distribution?
http://www.postgresql.org/download/windows

I tried installing it in cygwin just to help out with this one. I guess the proccess you want is 'psql.exe'. However, it just won't start, its missing some dependencies (of course you can solve this by browse in Cygwin's list and install all of them what you can find in README for example.)

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The primary reason for me to install it under Cygwin is I reckon that would be better to cope with a linux nature (this is just a development env for myself). The actual env is Red Had Enterprise Linux which is complicated so I can hardly build a VMWare image for that. I don't know if the compatibility between PostgreSQL under Windows and Linux is good enough to be platform-independent? – Michael Mao Aug 3 '10 at 6:33
You can easily convert the real harddisk into a VMWare image and boot it up. That should be all of the stuff you need.; But back to the Postgre. Yes it should work cross-platform. Try dumping a test database from red hat and load it into the Windows one. It should work. Cygwin is SLOW. You do NOT want anything like an SQL database running from there, trust me. – Shiki Aug 3 '10 at 9:56
Slow? Well that depends on the size of the database doesn't it? I have had no problem running mysql in the past. They where for development only so pretty small, only a few hundred megabytes or so. But I agree that the best option is to use the windows version. – Nifle Aug 3 '10 at 10:38
@Nifle - Relatively slow. Cygwin's performance is really slower than normal stuff. You should only use cygwin if you really need it. Otherwise stick to win32 distributed binaries. Even MSys32 is better choice! – Shiki Aug 3 '10 at 13:04
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