As of the Windows 10 "Anniversary" update (Version 1607), you can now run an Ubuntu subsystem from directly inside of Windows by enabling a feature called Developer mode.
To enable developer mode, go to Start > Settings then typing "Use developer features" in the search box to find the setting. On the left hand navigation, you will then see a tab titled For developers. From within this tab, you will see a radio box to enable Developer mode.
After developer mode is enabled, you will then be able to enable the Linux subsystem feature. To do so, go to Control Panel > Programs > Turn Windows features on or off > and check the box that says Windows Subsystem for Linux (Beta)
Now, rather than using Cygwin or a console emulator, you can run tmux through bash on the Ubuntu subsystem directly from Windows through the traditional apt package (sudo apt-get install tmux
).