It is always frustrating to have to navigate via bash to the working folder, so after a bit of Googling (thanks StackOverflow), this is how to set up Cygwin bash as a right-click option. Working in Windows 11.
The first step is to install the chere package using the setup-x86_64.exe install file.
Run Cygwin in administrator mode and enter the command:
$ chere -i -t mintty -s bash -f
Now when right-clicking on a folder in Explorer > show more options (or Shift+F10) the option for Bash Prompt Here is available.
The original Stack Overflow post:
https://stackoverflow.com/questions/9637601/open-cygwin-at-a-specific-folder