Cannot install dune using opam on Window due to non-exist directory/file?

[nojb]

This looks similar to "dunelongcmd" Linking Error on Windows using ocamlopt - #4 by jaycle. In particular, this suggestion:

@dra27

The workaround from a native shell (cmd/PowerShell) in the meantime is either to install one’s own Cygwin/MSYS2 and use its bash or, as you’ve done, choosing to add the internal Cygwin’s bin directory to PATH. Note that this isn’t a silver bullet - if you’re using a Microsoft Visual Studio switch, for example, it’s very easy to end up breaking ocamlopt’s ability to call the linker.

Did you try adding %USERPROFILE%\.opam\.cygwin\bin to PATH?

Cheers,
Nicolas