Step 1 : download and install the Ragnarok client software

step 1 : download and install the Ragnarok client software on the same machine as you will be placing the eAthena server software on (and make sure it's a recent version of the client too).

Next is Cygwin , download the two DLLs here. When you get to the next part where you are unpacking and setting up the eAthena software, just unpack and copy these DLLs into the same directory that the eAthena executables are located in. No software install will be required.