cygwin tab completion

Cygwin paths typically start with /cygdrive/c (substitute whatever drive letter you happen to be using, of course). So to complete c:\Program Files, you must type (for instance) /cygdrive/c/Prog and then press TAB.

Also, note that Cygwin is case-sensitive, so /cygdrive/c/prog would not complete to c:\Program Files due to the lowercase 'p'.

I'm answering this question because the answer seems to have changed since the previous accepted answer. I just installed Cygwin, and found that the bash completion is in fact a distinct and separate installation module, "bash-completion". It is not selected in the default installation, so you need to install/update it explicitly.

It's not cygwin per se that "has" tab completion; it's the shell you're using. By default, the cygwin shell is bash, which does indeed provide basic tab completion for executables on your path and files in the current directory. Does it not work for you?