Do the Boost documentation tools work on Cygwin?

According to  
http://www.boost.org/doc/libs/1_35_0/doc/html/boostbook/getting/started.html  
it's recommended to execute the script tools/boostbook/setup_boostbook.sh  
for an automatic installation and configuration of the Boost documentation  
tools. When I try it I get this:

$ ../boost_1_35_0/tools/boostbook/setup_boostbook.sh
../boost_1_35_0/tools/boostbook/setup_boostbook.sh: line 7: $'\r': command  
not found
../boost_1_35_0/tools/boostbook/setup_boostbook.sh: line 16: $'\r':  
command not found
../boost_1_35_0/tools/boostbook/setup_boostbook.sh: line 18: $'\r':  
command not found
../boost_1_35_0/tools/boostbook/setup_boostbook.sh: line 56: syntax error  
near unexpected token `$'do\r''
'./boost_1_35_0/tools/boostbook/setup_boostbook.sh: line 56: `for dir in  
$PATH; do

As there is a reference to Windows with Cygwin on  
http://www.boost.org/doc/libs/1_35_0/doc/html/boostbook/getting/started.html  
I expected the script to work on Cygwin. Can anyone tell me if this Cygwin  
is supported and the script supposed to work on Cygwin?

Boris