Starting with Nios® II EDS in Intel® Quartus® Prime Pro Edition software version 19.2 and Intel® Quartus® Prime Standard Edition software version 19.1, the Cygwin component in the Windows* version of Nios II EDS has been removed and replaced with Windows Subsystem for Linux® (WSL). If WSL does not install properly, you may fail to launch Nios II Command Shell.
For WSL installation instructions, refer to the Installing Windows* Subsystem for Linux* (WSL) on Windows section in the Nios® II Software Developer Handbook.