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sshd (SSH Daemon) is the daemon program for ssh. Together these programs replace rlogin and rsh, and provide secure encrypted communications between two untrusted hosts over an insecure network. The programs are intended to be as easy to install and use as possible.
To do the initial configuration and startup do the following:
$ ssh-host-config --yes --cygwin "tty ntsec" --pwd "apassword"
*** Info: Generating /etc/ssh_host_key
*** Info: Generating /etc/ssh_host_rsa_key
*** Info: Generating /etc/ssh_host_dsa_key
*** Info: Generating /etc/ssh_host_ecdsa_key
*** Info: Creating default /etc/ssh_config file
*** Info: Creating default /etc/sshd_config file
*** Info: Privilege separation is set to yes by default since OpenSSH 3.3.
*** Info: However, this requires a non-privileged account called 'sshd'.
*** Info: For more info on privilege separation read /usr/share/doc/openssh/README.privsep.
*** Query: Should privilege separation be used? (yes/no) yes
*** Info: Note that creating a new user requires that the current account have
*** Info: Administrator privileges. Should this script attempt to create a
*** Query: new local account 'sshd'? (yes/no) yes
*** Info: Updating /etc/sshd_config file
*** Warning: The following functions require administrator privileges!
*** Query: Do you want to install sshd as a service?
*** Query: (Say "no" if it is already installed as a service) (yes/no) yes
*** Query: Enter the value of CYGWIN for the daemon: [tty ntsec] tty ntsec
*** Info: On Windows Server 2003, Windows Vista, and above, the
*** Info: SYSTEM account cannot setuid to other users -- a capability
*** Info: sshd requires. You need to have or to create a privileged
*** Info: account. This script will help you do so.
*** Info: You appear to be running Windows XP 64bit, Windows 2003 Server,
*** Info: or later. On these systems, it's not possible to use the LocalSystem
*** Info: account for services that can change the user id without an
*** Info: explicit password (such as passwordless logins [e.g. public key
*** Info: authentication] via sshd).
*** Info: If you want to enable that functionality, it's required to create
*** Info: a new account with special privileges (unless a similar account
*** Info: already exists). This account is then used to run these special
*** Info: servers.
*** Info: Note that creating a new user requires that the current account
*** Info: have Administrator privileges itself.
*** Info: No privileged account could be found.
*** Info: This script plans to use 'cyg_server'.
*** Info: 'cyg_server' will only be used by registered services.
*** Query: Create new privileged user account 'cyg_server'? (yes/no) yes
*** Info: User 'cyg_server' has been created with password 'apassword'.
*** Info: If you change the password, please remember also to change the
*** Info: password for the installed services which use (or will soon use)
*** Info: the 'cyg_server' account.
*** Info: Also keep in mind that the user 'cyg_server' needs read permissions
*** Info: on all users' relevant files for the services running as 'cyg_server'
*** Info: In particular, for the sshd server all users' .ssh/authorized_keys
*** Info: files must have appropriate permissions to allow public key
*** Info: authentication. (Re-)running ssh-user-config for each user will set
*** Info: these permissions correctly. [Similar restrictions apply, for
*** Info: instance, for .rhosts files if the rshd server is running, etc].
*** Info: The sshd service has been installed under the 'cyg_server'
*** Info: account. To start the service now, call `net start sshd' or
*** Info: `cygrunsrv -S sshd'. Otherwise, it will start automatically
*** Info: after the next reboot.
*** Info: Host configuration finished. Have fun!
$ cygrunsrv --start sshd