Since version 2005.01, the installation on Windows systems has been greatly simplified. You just need to execute the downloaded setup file and it will install ADF2005.01 in the directory of your choice using Microsoft Installer and update all the necessary environment variables.
New versions of ADF for Windows no longer require Cygwin for operation. See the ADF installation manual for Windows for more detail, also on obtaining a valid license file.
Important note: You may need Administrator privileges to install ADF2005.01 on Windows 2000 (and XP).