how to find USB devices in Cygwin
All storage devices which get mounted with Windows drive letters will appear beneath /cygdrive/. For example, C:\Windows\ is /cygdrive/c/Windows/ and I:\My Music\ is /cygdrive/i/My\ Music/
you can not find if your phone is connected with MTP connection as cygwin is not a full operating system, does not provide (kernel-mode) drivers for hardware and will not behave like a full UNIX OS will in all cases, as per USB device not recognized in cygwin but if your phone is connected as a mass storage device then you can mount it in Cygwin as
/cygdrive/I(or any letter)/