I probably should have posted this before, but if you want to get the full cygwin (which I recommend), you can get it from one of the mirrors listed here:
http://cygwin.com/mirrors.html
For quick downloading, just
click here.
According to the package list (
http://cygwin.com/packages/), both diff and patch are included. Also included is bash (a better shell than cmd) and gcc for compiling. The version of cygwin that I have installed is older, so YMMV, but you'll probably be happy.
And, as always, you can get the source code to any of the GNU software from one of the mirrors listed at
http://www.gnu.org/prep/ftp.html