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Problem running Cygwin on Windows 10

I have just installed, or tried to install, Cygwin on my Windows 10 machine.  I have run into a series of odd behaviors, and cannot get any of the Cygwin apps to run.

First, the setup program appeared to hang near the end, but the log file indicates in finished normally, with no error, and the cygwin64 folder exists and has numerous files in it.

Nothing relating to Cygwin appears on the Win10 Start menu.

I tried running cygstart (and xterm) from the bin directory. I got a brief flash of a console window and then nothing.

What do I need to do to get Cygwin actually usable on my machine?

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