It is important to follow the instructions in "LemonIDE User Guide" and "Eddy DK Programmer Guide" carefully. First you need to copy the files "cygwin", "LemonIDE", "toolchain" and "filesystem" not expanded from Eddy-DK-CD to "c:\".
Then extract cygwin and run "setup.exe".
Now if you exactly follow the instructions in the User Guides and the files would be extracted through the dos window, the files "LemonIDE", "toolchain" and "filesystem" would be installed in the correct folders.