Ruby on Rails

I am following Ruby on Rails 3 Tutorial LiveLessons Bundle by Michael
Hartl's instructions.

So
I installed Cygwin64 Terminal
Downloaded rubygems-2.4.8 from official website
Cd to rubygems-2.4.8
ls
---There i found setup.rb

$ ruby setup.rb
/usr/lib/ruby/2.2.0/rubygems.rb:8:in require': cannot load such file --
rbconfig (LoadError)
from /usr/lib/ruby/2.2.0/rubygems.rb:8:in< top (required) >'
from < internal:gem_prelude >:1:in require'
from <internal:gem_prelude>:1:in< compiled > '

This is it. Please help me out.

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