Percona Toolkit Getting Started With CygWin and Windows

I’d like to use Percona Toolkit with a MySQL Windows install. I’ve read that it will work with CygWin. I have that installed as well. I have one mysql dev install on Win7 and a prod install on WindowsServer2013 so lets try to discuss for both. First, Where should I unzip the pt folder? I currently have it as a subfolder in my mysql directory. Assuming I navigate to it via CygWin, can you give me an example to call one of the tools via CygWin? Thanks!