From win-bash

Installation

The installation of win-bash is pretty simply: Just download win-bash_XX.zip, unpack it and copy the bash.exe file to a path which is listed in your PATH environment variable.
When using win-bash as the default shell for un*x shell scripts, you may which to copy bash.exe to sh.exe to make scripts starting with #!/bin/sh work.
Remember: This is only the shell binary - it has same builtin commands, but for must purposes you would need additional un*x tools like ls, sed etc. The unxutils project provideswindows ports of often used un*x tools