I did some more tracking...the file comes in the package
XFree86-bin. Did you install this package? I imagine you
did, or nothing would work. What version did you install?
Mine is 4.3.0-1.
If you downloaded the package to your hard drive for
installation (I highly recommend that), you can go to
that download directory (NOT the installation
directory) and check it out.
In cygwin, go to your download directory, then navigate down
through the ftp directory that will have some horrible long name,
then release/XFree86/XFree86-bin
Use the program bunzip2 to unzip that package, then untar it,
then navigate down through the untarred directories to
usr/X11R6/bin . You should be able to copy that file into the
location where it belongs.