You actually use cygwin in command line format.
You don't need to know much about cygwin as it runs fine 'behind the scenes.'
Be sure to install index files as described. I would suggest using the defaults for everything until you understand how this all works, then you can tinker to optimize for yourself. However, that may not even be necessary..
Run the install as described above which includes cygwin, then open a cygwin command line shell by running cygwin.bat from the Astrometry Net Local Solver folder in the Start Menu.
As far as I know, all the parameters available to the web version of AN are available to ANSVR. By selecting the right parameters, esp scale-high and scale-low and suitable index files, you can shorten the solve time in a local solver to less than 10 seconds, at least for a reasonable modern PC.