After years of ignorance I discovered the wonderful GNU screen program on my GNU/Linux system. Basically screen is a window manager for terminals or terminal sessions. But after installing the Cygwin package on my Windows box I ended up with this error message after trying to invoke screen:

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C:\>screen
Cannot find terminfo entry for 'cygwin'.

This is unlikely to help others, but I’ll keep it as a reference… The culprit was a messed up installation. I had the following directories:

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/usr/share/tabset       # <- this folder was empty
/usr/share/tabset(2)
/usr/share/terminfo     # <- this folder was empty
/usr/share/terminfo(2)

I just had to delete the empty directories and rename tabset(2) and terminfo(2)

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$ rmdir /usr/share/tabset /usr/share/terminfo
$ mv /usr/share/tabset\(2\) /usr/share/tabset
$ mv /usr/share/terminfo\(2\) /usr/share/terminfo

and now screen works just fine with Cygwin.