If you are looking secure communications TO a Windows server from another Windows server, and require GUI services (because the command prompt in Windows is too limiting) then you can feel relatively secure with RDP (Remote Desktop Protocol, sometimes known as Terminal Services.)
RDP, running on port 3389, encrypts it's connections. I don't personally know the level or actual security of the encryption it provides, but it will allow you to still use the Windows GUI, without using the overly bloated Cygwin.
If you are looking to establish a GUI connection from a linux/unix machine to a Windows machine, check out VNC. It's transmissions are encrypted as well.
If you are looking to establish a remote console session from a Windows server to a Linux/Unix machine, then as mentioned previously, Putty is a good application, which also doesn't need Cygwin to run. Putty Control Manager can further be installed in Windows, which allows a tabbed Putty interface allowing you to connect to multiple linux/unix machines within single application window (which again, is tabbed.)
Lastly, if you are looking for a graphical file manager interface from a Windows machine TO a linux/unix box, WinSCP would be good for you to investigate. It basically emulates Windows Explorer (not Internet Explorer) functionality that can also integrate with Putty and your editor of choice. It itself connects to linux/unix machines via a SFTP (secure FTP) connection.
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Network Firefighter
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