Trying to use emacs natively on Windows is honestly _extremely_ bothersome, even if you use distributions that try to make it easy, like [spacemacs](https://www.spacemacs.org/).

In my experience, running from MSYS2 "works", but some random hardcoded emacs 25 certificate has been expired for a while, so you can't download packages. Compiling from source works though its a pain in itself, especially if you multiple computers!. I haven't tried Cygwin, mostly because it feels too bloated. Even if you do manage to get it working on Windows, you better not have a 300 dpi screen, or do weird things with your monitors -there be dragons!-. 

End of the day, the one thing that Truly Worked (TM) for me is to just use [WSL](https://docs.microsoft.com/en-us/windows/wsl/about) and [X410](https://x410.dev/) with X11 forwarding from the WSL VM into Windows.

The folks from X410 have really nice tutorials on their Cookbook to get things started (see [here](https://web.archive.org/web/20211207143154/https://x410.dev/cookbook/wsl/setting-up-wsl-for-linux-gui-apps/), for example). This made for an extremely pleasant first use experience: I set it up, and had my emacs working in less than 5 minutes (`apt-get` and that's it!). They also support DPI scaling for HiDPI monitors, sharing the clipboard, and exposing single windows instead of a virtual desktop.

If you mix that with [wsl-open](https://github.com/4U6U57/wsl-open), you can also get links working in your native browser without much fuzz.

Over all, I've been a very happy user ever since, and have never looked back 😊