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If you only use the shell, can't you use something like an SSH daemon on Windows and ssh to it?

Is there any decent SSH daemon on Windows? And what shell does/would it run? cmd.exe?

Some people dislike it but I use Cygwin when I want access to the various unix standard tools on a Windows box (including the openssh daemon).

The setup.exe is both the installer and the package manager.

I recommend trying out Mintty for Cygwin if you haven't already. I love it.