Cygwin Ports is a repository of binary and source packages that add more software to the base Cygwin installation. Included are a range of full desktop environments, such as Gnome, XFCE, etc. You can get more information directly from the projects’ website.
If you’d like to set Cygwin ports up, you’ll need to import the gpg key, and invoke the installer with a specific software repository. This can neatly be wrapped up in a single command, which I tend to alias:
alias cygports="/usr/local/bin/setup-x86_64.exe -n -K http://cygwinports.org/ports.gpg -s ftp://ftp.cygwinports.org/pub/cygwinports "
You’ll need to edit the above if your setup-x86_64.exe (Or 32 bit equivalent) is located in a different spot.
It’s important to recognise that Cygwin and Cygwin Ports do not move in lock-step, and if you switch back and forth between the two you will end up with conflicts, though I haven’t encountered anything install-breaking yet. If you want large quantities of additional software, the ports project is totally worth it, but if you are just after a package or two, it may be worth seeing if you can compile it on your own.