I am looking for the unix utility
xd for Cygwin. What package do I need to install?
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In future, you can answer this yourself by going to the Cygwin package search page.
There is no xd binary in any official Cygwin packages, but since the xd homepage you linked to contains the Win 32 binary, you can just download and use that. Or you could download the source and compile it under Cygwin (untested, but likely to work).