In a default Cygwin installation, dig does not work properly out of the box. While resolving works when specifying a DNS server on the command line, a simple dig does not seem to work, and results in an error:

C:\cygwin\etc>dig www.google.be;; communications error: connection reset;; communications error: connection reset

The reason for this is because there are no DNS servers specified in Cygwin. Dig uses the same configuration as DNS would be on a linux system, the configuration file /etc/resolv.conf. By creating this file and adding your DNS servers (e.g. from Windows), dig will be able to resolve without each time manually specifying a DNS server.

Assuming you have installed Cyg  ...