like install and test Hive on hadoop cluster, Pig is another end-user facing analytical tools for Hadoop. unlike SQL style query for Hive, Pig use the scripting language which will be more familiar to Sys admins.
Download Pig From Yahoo, http://www.apache.org/dyn/closer.cgi/pig
Unzip the files and go the bin folder, only change is we need to add the hadoop conf folder to the class path. then pig knows how to deal with hadoop cluster,
# cygwin path translation
#add hadoop conf folder to the classpath
Here are the Pig syntax.