I removed Cygwin from my Windows PC as I've not used it much any more. I do have the MAME build tools enviroment since I compile MAME from git frequently. The MAME build tools enviroment uses c:\msys64 and I build in a Linux-like enviroment (win32env.bat). Bash, test, wget are all available in this environment so I only needed to install unzip with "pacman -S unzip". After that, I installed the MAME executable to c:\mame0218b and copied your mameprep_cygwin file into that directory. From the msys64 environment [MINGW64] c:\msys64\src, I cd'd to c:\mame0218b and executed "bash mameprep_cygwin". Voila,everything worked as planned. I have the "MAME Launchers" folder on my desktop and everything seems to work like the Rasbian install.