Ideally, the procedures should be the same for cygwin and linux. However, I suggest that you set up a computer with an actual linux distribution. Then follow the detailed instructions provided in the extensive online documentation for Gromacs.

One of the open source version of the linux is UBUNTU 14.04. Just install it on your computer and from the repository files you can install gromacs. It is the easiest and fastest way to use gromacs in linux environment, 

I agree with Jamoliddin's recommendation. Although Ubuntu has more recent releases (versions 16.04 and 16.1), I suggest using version 14.04. The more recent versions have been reported to have some issues. On my own linux machines, I am running Linux Mint 64-bit 17.3 with the Xfce desktop. This version of Mint is based on Ubuntu 14.04. The Xfce desktop is also lighter weight in terms of consuming system resources than the Ubuntu desktop.

Thank you very much. I'll  install ubuntu and then gromacs