It's been a while now, so I don't recall the exact specifics; however, I didn't need to do anything special.

The "Cygwin XLaunch" (and other X Server applications) were installed as part of the initial Cygwin setup; I did not need to specify anything in particular for X. There were no additional installation requirements that I needed to perform on the Win10 side; e.g. no extra downloads of libraries, no x_for_cygwin.msi (or similar) to run, etc.

Please note that I'm not trying to fiercely promote Cygwin; I just wanted to put your mind at ease if you do choose it. It does everything I need in both the professional and personal arenas. My preferences and requirements may not align with yours.

Another thing that could make a difference is the OS and hardware. I've specified Win10 throughout (it's 64-bit). Briefly, my basic hardware is: 6 core/12 logical 3.2GHz CPUs; 32GB RAM; RTX 2080 Ti GPU; 2 x 2TB SSDs. All my comments are based on this setup; depending on what you have available, YMMV.