In DOS you may have been used to D: to change to the D drive.

Cygwin provides a mapping of DOS/Windows drives to the unix file system by mapping or mounting drives into the /cygdrive/directory.

To use the D: drive you would type cd /cygdrive/d.

Alternatively you can use cd d:/

http://magicmonster.com/kb/app/cygwin/change_drive.html