Tmux is a convenient terminal multiplexer, not until recently Cygwin has packed Tmux in its distribution source, now we can install Tmux from setup-x86{_64}.exe, the package installer provided by Cygwin.
One problem I experienced while using tmux is that: every time I created a new window in Tmux, the working directory is always HOME, even if I specified the startup directory in the option:
Having examined this problem for a while, I can now tell what is wrong.
If a shell is launched as a login shell in Cygwin, the working directory is always set to HOME by the default configuration.
To avoid the unexpected behaviour, we can configure Tmux like this:
Add the above line to your ~/.tmux.conf to make it permanent.
The rationale can be found in the manpage of tmux:
default-command shell-command
Thus, setting a non-empty default-command prevents the shell being made into a login shell, the problem is worked around.