sage is distributed on windows as a vmware virtual appliance:

From: Michael Stillman <mike@math.cornell.edu>
To: Dan Grayson <dan@math.uiuc.edu>
Subject: 
Date: Fri, 1 Feb 2008 19:47:40 -0500

It appears that sage is not using cygwin or colinux:

http://modular.math.washington.edu/sage/SAGEbin/microsoft_windows/


