Try installing pytho39-wheel Cygwin package

Maybe this will overcome the next blockage, which is the codecov
PyPI package, downloading a .tar.gz file.

Author: EliahKagan

.github/workflows/cygwin-test.yml

@@ -30,7 +30,7 @@ jobs:
     - name: Install Cygwin
       uses: cygwin/cygwin-install-action@v4
       with:
-        packages: python39 python39-pip python39-virtualenv git
+        packages: python39 python39-pip python39-virtualenv python39-wheel git
         add-to-path: false  # No need to change $PATH outside the Cygwin environment.
 
     - name: Arrange for verbose output