Docs: Use native windows CMake version for Cygwin

Native version of CMake must be used on windows for Cygwin, Cygwin
specific version will not work. Add more detailed explanation of
build software requirement in the use guide documents.

Change-Id: Ib3daacb7f24c8b011ac9f877aa5db5ab2be8c0a1
Signed-off-by: Mingyang Sun <mingyang.sun@arm.com>
diff --git a/docs/user_guides/tfm_sw_requirement.rst b/docs/user_guides/tfm_sw_requirement.rst
index 4434dda..2c4f470 100644
--- a/docs/user_guides/tfm_sw_requirement.rst
+++ b/docs/user_guides/tfm_sw_requirement.rst
@@ -113,12 +113,17 @@
 
 The following environments are supported:
 
-    - Windows 10 x64 + Cygwin x64 (example configuration is provided for
-      this Windows setup only).
-    - Windows 10 x64 + msys2 x64.
-    - Windows 10 x65 + git-bash (MinGW) + gnumake from DS-5 or msys2.
     - Ubuntu 16.04 x64
     - Ubuntu 18.04 x64
+    - Windows 10 x64 + msys2 x64.
+    - Windows 10 x64 + git-bash (MinGW) + gnumake from DS-5 or msys2.
+    - Windows 10 x64 + Cygwin x64 (example configuration is provided for
+      this Windows setup only).
+
+.. note::
+    Some tools (i.e. python3 and CMake) must NOT be installed from
+    Cygwin and instead a native windows version is needed. Please see the
+    chapter `Windows + Cygwin setup`_ below.
 
 *********************
 Supported C compilers
@@ -171,6 +176,8 @@
     - Recent versions of CMake can be downloaded from
       https://cmake.org/download/, and older releases are available from
       https://cmake.org/files.
+    - For Cygwin users, please use a native windows CMake version
+      instead of the version installed with Cygwin.
 
 ***************************
 Supported GNU make versions
@@ -199,8 +206,8 @@
 This section lists dependencies and some exact and tested steps to set-up a
 TF-M-m build environment under various OSes.
 
-Ubuntu
-======
+Ubuntu setup
+============
 
 - DS-5 |DS5_VERSION|.
 - Git tools v2.10.0
@@ -244,13 +251,14 @@
 
     export PATH=/bin:$PATH
 
-Windows + Cygwin
-================
+Windows + Cygwin setup
+======================
 
 - uVision |KEIL_VERSION| or DS-5 |DS5_VERSION| (DS-5 Ultimate Edition) which
   provides the Arm Compiler v6.10 compiler or GNU Arm compiler v6.3.1.
 - Git client latest version (https://git-scm.com/download/win)
-- CMake (see the "Supported CMake versions" chapter)
+- CMake (`native Windows version <https://cmake.org/download/>`__,
+  see the `Supported CMake versions`_ chapter)
 - `Cygwin <https://www.cygwin.com/>`__. Tests done with version 2.877
   (64 bits)
 - GNU make should be installed by selecting appropriate package during