Unix Emulator in Windows

It is very useful to have a Unix emulator installed on your machine to serve as a tool for learning how to use Unix and getting used to its environment. Once you are familiar, you can go ahead and install a full version of Unix.
The best Unix emulator for your needs is Cygwin (pronounced ‘sig win’), which is a nearly complete Unix-like environment that can be run on Windows. Cygwin is made to work with all the officially released 32-bit x86 versions of Windows, except Windows CE. The Cygwin setup tool is available on their home page, http://www.cygwin.com/.
This emulator will come in handy if you are a developer wanting to compile and execute open source software under Windows. Cygwin, which is basically a POSIX emulation layer meant for the Windows platform, allows most Unix scripts to run and lets the developer build the source easily. In the end, it is porting which is made easy.
Cygwin has two parts:

1. The cygwin1.dll, which behaves as a Unix API emulation layer.
2. Several tools to provide the Unix look and feel.

Key Advantages of Cygwin

1. Cygwin is a simpler and cheaper alternative to other tools like VMWare.
2. Apart from having a mostly complete Unix API, Cygwin also includes the gcc, making C/C++ coding quicker and easier.

Source: http://www.tech-faq.com/where-to-get-a-unix-emulator.html