I installed the AWS command line interface on my Windows 7 box, and it worked immediately when I called commands from a DOS shell.
But DOS, the worst language ever i
I used aws configure from DOS cmd window to create the cfg files (config and credentials) and tested them with a sample aws cmd (in DOS window). Then I copied Users\.aws folder to spot where cygwin thinks the user home folders are (in my case c:\cygwin64\home\). I then used TextPad to convert the line endings (use file>save-as; select unix line endings; make sure the files don't get renamed x.txt). Now it works.