I have Windows on my computer, will I need to create a partition and install Linux or will I be able to do everything in Cygwin?
I do everything in Cygwin, though this environment is not as comprehensive as Linux (for instance, it does not come with sendmail nor gcc, though you can install them later). I run Perl just like on a Unix machine.
You can check the series I'm writing on something just like this: http://www.simple-talk.com/sql/database-administration/setting-up-a...
Great article! But, I don't have 2 extra servers on me. My budget is a bit short at the moment. Any ideas on building a suitable lab with my shoe strings?
Why not install Oracle VM VirtualBox (https://www.virtualbox.org/)? This way you could run Linux of your choice on your Windows machine.
For Windows, I've gone the Cygwin route and also done VirtualBox with Ubuntu.
One nice advantage of using a VM in VBox is that you can save your state when you shut down the VM.
That way, you can go on about your business using your machine for whatever else you use it for when you're *not* doing Data Science - but when you want to get back to DS, you just crank the VM back up and everything is where you left it, even down to text that had already scrolled up off the screen of a command window. Like you never left.
Good to know Cygwin is sufficient. Nancy.