You can call cygwin's Perl from a Windows session:

D:\> e:\cygwin\bin\perl -v

This is perl, v5.8.5 built for cygwin-thread-multi-64int
[download]

Normal cygwin executables move just fine if you include cygwin1.dll

This works with cygwin's Perl too (you may have to include a few other dlls).