If the "host" utility is available in cygwin, which cygwin
package should I install to have it?
You can use the offical Bind "binary kit" for windows:
[...]
Be careful, the "host.exe" and "dig.exe" need some weird other
binaries files such as the *.manifest files (i'm speaking of
version 9.4.x, i did not try 9.5.x yet).
Why inflict the "weird other binaries" on the OP? The vanilla
Bind 9.4.2 (and likely later) package from ISC builds OOTB with
Cygwin.
Because building and testing a "bindtools" package from the
official source code and sharing it to the community sounds like
the job of a Cygwin package maintainer ;)
If anyone volunteers to do that, I'll be more than pleased to use
an "official" Cygwin package of Bind instead of doing some dark
magic to make it work. In the meanwhile I prefer using the binary
kit provided by ISC.