As someone else has pointed out, you don't necessarily need Cygwin to develop and test Perl-based CGI code. A simple way to test your CGI code would be to use web framework modules like Dancer or Mojolicious to act as the web server for the CGI script. That would be good for the user interface part. However, it would be quite a bit different than an actual webserver as far as some back end stuff (such as user permissions to access local filesystem and utilities).
Just one note. It almost sounded like you installed Cygwin on a whim, hoping it would provide what you needed/wanted. Unless they have improved things, you might find a new nightmare if you ever decide that you don't want Cygwin anymore. The last time that I ever tried to uninstall Cygwin (which was several years ago), I never could get it to fully uninstall cleanly. The only way that I found to fully remove Cygwin was to reinstall the OS. I'm not saying that Cygwin is a bad thing to use. Just wanted to give you a heads up in case you decide that you want to remove Cygwin.