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There are multiple ways.
First, install a linux-like system. Cygwin is a collection of tools which provide a Linux look and feel environment for Windows. Visit Cygwin, download it, and use Cygwin terminal like you used in TACC's lonestar server. But Cygwin is not a way to run native Linux apps on Windows. Cygwin is a linx-like system. You may need to install additional modules and commands on Cygwin in order to complete certain jobs.
Second option is to install a virtual machine (VM) and linux. VM is a completely isolated guest operating system installation within a normal host operating system. VM allows you to have two or more OSs in one physical PC machine. You can install linux, OS X, Windows Vista, Windows 98 on a VM. Which VM and linux is the best? Actually, there is no best choice because everyone has own taste. In terms of popularity, Oracle VM Virtual Box and Ubuntu is a pretty nice choice. More importantly, they are free! I won't explain how to install VM and Ubuntu on your Windows because you can easily find wonderful instruction by googling. Google "virtual box ubuntu". Here is one easy and useful guide.
One useful tip: Shared Folders...
Ubuntu inside VB and Windows work like two different computers in one physical PC. When you generate beautiful graphs and awesome tables for your labmeeting on Ubuntu, you can't open it with MS office on Windows. Don't send them via