I built a tar file that will install CJK for big5 using the arphic TTF fonts as kai and song over the current cygwin easily. The two TTF fonts used here are bkai00mp.ttf and bsmi00lp.ttf
This is the file -- right-click to save in your cygwin home directory and do the following
# go to TeX root
cd /usr/share/texmf; tar xjf ~/cjk-bg5-arphic-ttf.tb2
I thank very much the work of Werner Lemberg in maintaining CJK
the work of Mr. Edward G. J. Lee.
My name is Bo-Yin Yang and I have used CJK LaTeX to typeset Chinese since 1996 and CJK-4.1.2 [back then using NTUTTF fonts]. As I packed it, the PDF files produced by dvipdfm and the xdvi X-windows display [if you use cygwin's X or Xming embeds the information from the TTF directly, while dvips and dvipdf [which calls dvips] uses the Type1 font information that is extracted from the TTF.
Please send any comments to me at: b y AT m o s c i t o DOT org