Download the full zip files from both PhantomJS and CasperJS official website.
Extract the phantomjs binary, and move the executable to your ~/bin/phantomjs.exe. CasperJS doesn't understand Cygwin symlinks.
Extract CasperJS into ~/Source/casperjs.
Symlink an cygwin absolute path from ~/Source/casperjs/bin/casperjs.exe to ~/bin/casperjs.exe.
For example:
ln -s /cygdrive/c/Users/CMCDragonkai/Source/casperjs/bin/casperjs.exe ~/bin/casperjs.exe
Run casperjs.
Remember you can also just use git clone too!
Todo: SlimerJS