Worklog
run cygwin(mintty) as Administrator
$ ssh-host-config -y
...
*** Query: Please enter the password for user 'cyg_server': ********
*** Query: Reenter: ********
$ net start sshd
Outpus
~$ ssh-host-config -y
*** Query: Overwrite existing /etc/ssh_config file? (yes/no) yes
*** Info: Creating default /etc/ssh_config file
*** Query: Overwrite existing /etc/sshd_config file? (yes/no) yes
*** Info: Creating default /etc/sshd_config file
*** Info: Privilege separation is set to yes by default since OpenSSH 3.3.
*** Info: However, this requires a non-privileged account called 'sshd'.
*** Info: For more info on privilege separation read /usr/share/doc/openssh/README.privsep.
*** Query: Should privilege separation be used? (yes/no) yes
*** Info: Updating /etc/sshd_config file
*** Query: Overwrite existing /etc/inetd.d/sshd-inetd file? (yes/no) yes
*** Info: Creating default /etc/inetd.d/sshd-inetd file
*** Info: Updated /etc/inetd.d/sshd-inetd
*** Query: Do you want to install sshd as a service?
*** Query: (Say "no" if it is already installed as a service) (yes/no) yes
*** Query: Enter the value of CYGWIN for the daemon: []
*** Info: On Windows Server 2003, Windows Vista, and above, the
*** Info: SYSTEM account cannot setuid to other users -- a capability
*** Info: sshd requires. You need to have or to create a privileged
*** Info: account. This script will help you do so.
*** Info: You appear to be running Windows XP 64bit, Windows 2003 Server,
*** Info: or later. On these systems, it's not possible to use the LocalSystem
*** Info: account for services that can change the user id without an
*** Info: explicit password (such as passwordless logins [e.g. public key
*** Info: authentication] via sshd).
*** Info: If you want to enable that functionality, it's required to create
*** Info: a new account with special privileges (unless a similar account
*** Info: already exists). This account is then used to run these special
*** Info: servers.
*** Info: Note that creating a new user requires that the current account
*** Info: have Administrator privileges itself.
*** Info: The following privileged accounts were found: 'cyg_server' .
*** Info: This script plans to use 'cyg_server'.
*** Info: 'cyg_server' will only be used by registered services.
*** Query: Please enter the password for user 'cyg_server':
*** Query: Reenter:
*** Info: The sshd service has been installed under the 'cyg_server'
*** Info: account. To start the service now, call `net start sshd' or
*** Info: `cygrunsrv -S sshd'. Otherwise, it will start automatically
*** Info: after the next reboot.
*** Info: Host configuration finished. Have fun!