Yes I saw the Windows version of Context mentioned and read it, but the documentation is,
in this case, wrong or not fully correct. This is because I am now using Context which comes is included in the TexLive distribution, selected with Unix like operating systems. No bat files or other ancillary code or invokations are necessary.
Texlive's Context program would probably not run directly on Microsoft Windows O.S.
I believe that the documentation can be expanded to cover using a Context on Cygwin directly and not the Microsoft port which requires the usage of strange Microsoft pathnames, with C:\ and \ seperators.
Using context on cygwin for cygwin may only have been done in TexLive for Unix like systems, but I'd like to use and test on the bleeding edge MKIV. But, that proves that it can be done. I just don't know what was done.