Here’s how to create a shortcut on your desktop that will run the X server and xephem from
scratch, and shut down cleanly when xephem exits. These instructions assume your Cygwin
installation is in the default Windows directory "C:\cygwin".

1. From an editor running under Cygwin, create the following file. You can put it where
   you want; my copy is "/home/David/bin/run-xephem.sh". Also, my copy of xephem is in
   the "~/bin" directory; if you have it somewhere else, change the last line accordingly.

#!/bin/sh
export PATH=/usr/local/bin:/usr/bin:/bin:/usr/X11R6/bin
export XAPPLRESDIR=/usr/X11R6/lib/X11/app-defaults
export XCMSDB=/usr/X11R6/lib/X11/cms.txt
export XKEYSYMDB=/usr/X11R6/lib/X11/XKeysynDB
export XNLSPATH=/usr/X11R6/lib/X11/locale
rm -rf /tmp/.X11-unix
xinit ~/bin/xephem -- -multiwindow -clipboard -silent-dup-error

2. Right-click on your Windows desktop, select New, select Shortcut.
3. At the first prompt, "Type the location of the item", enter this:
     C:\cygwin\bin\run.exe /bin/sh /home/David/bin/run-xephem.sh
   (but specifying the file where you stored the above script, of course).
4. Click Next.
5. Under "Type a name for this shortcut", enter "xephem".
6. Click Finish.
7. Double-click the new icon, and in a few seconds the xephem main window should appear.
   Exit xephem, and the X icon in your system tray should disappear.
8. If you want to put the xephem icon in your shortcut: find the "xephem.png" file in your
   xephem source (under GUI/xephem), and use a Windows program such as Paint to create a
   bitmap (.bmp) version. Save that bitmap somewhere convenient, like your documents folder.
   Right-click your new xephem icon, select Properties, click "Change Icon...", click
   "Browse...". In the file selection dialog, change the file type filter dropdown to
   All Files, navigate to the folder containing the BMP file, and select it. Click OK
   enough times to exit all dialogs, and your desktop icon should now export the "XE" logo.