For some weird reason when attempting to run the Windows version of telnet under Cygwin it returns to a prompt without connecting.
So you need to install the Cygwin Package that contains a telnet client which is: inetutils
Run the cygwin setup.exe and choose inetutils.
Installing inetutils gives you the following utilities:
I used cygcheck.exe to list the above:
cygcheck.exe -l inetutils | grep bin | cut -d/ -f4
Note: If you haven’t restarted your cygwin terminals and you are running bash you will need to run hash -r to get your terminal to forget about the windows telnet.exe and use cygwins version.