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Instead of the commandline prompt provided by MS Windows, I want to use Bash
I have done enough websearch but it did not give me any exact solution
What worked for me with similar case is MobaXterm terminal for Windows, you just need to enable option "use Windows PATH" from it's Terminal Settings and ensure that you have Anaconda in your Windows PATH.
With the above approach you can run all conda commands from a local Bash Terminal on Windows with Basic Cygwin commands.
I hope this is similar with what you are looking for.