By default, Cygwin only installs a partial subset of all available packages. To find the package that installs the command you want, execute:
cygcheck -p COMMAND
COMMAND can be any word or a regular expression that is matched against the description of every package. This requires Internet access to work.
Once you know which new packages you want to install, simply run the install again (i.e., pretend you are installing for the first time), and when the installer displays the "Select Packages" screen, click on
View once to switch to
Full view. This lists every available package in alphabetical order, showing which are installed and which aren't. The ones that are not installed have the word
Skip next to them. Scroll through the list, and click on
Skip next to a package name to select that package to be installed — the
Skip will change to a version number to indicate the package has been selected for install. When you have selected everything you want, click
Next to continue the install.
You can do this anytime and you should to get updates to packages. The updates are automatically selected if they are available.