Bash

Enabling Copy and Paste
Sourced from here.

"\e[2~": paste-from-clipboard

Click and drag to select text and press Enter to copy to clipboard. Try pasting into another window.

Enable
If the test failed, you need to enable Quick Edit mode in the cmd.exe window properties.

In addition, you can bind the Insert key on your keyboard to the Paste function in the bash shell by adding

"\e[2~": paste-from-clipboard to .inputrc in your cygwin home directory.