With the --postexec argument to dom3. You just whip up a custom shortcut to start your dom3 server. You probably want to use things like --textonly --tcpserver --port and so forth anyway, so just add another arg.
It's useful for all kind of things that are otherwise very difficult on Windows. But considering that it's essentially a large set of many convenient utilities, it's hard for most people to find a "must install" reason for cygwin