I need to run gnome-terminal in Cygwin in Windows environment. Gnome-terminal doesn't seem come with default Cygwin installation. I couldn't find documentation on how to install it. Does any one have idea?
The easiest way to go about this is probably to use the Cygwin Ports project's repository. The installation instructions include a cryptic command line, but it's not too bad.
Dennis is right through; expect to install a lot of dependencies. If you want something with roughly the same functionality as Gnome Terminal but doesn't depend on so many things, you might look at Sakura.
If you run into trouble with that, an alternative might be to try CoLinux, which runs a Linux distribution seamlessly with Windows in a fast virtual machine.