XEmacs21.4.18: After installing Xemacs through Cygwin setup, how to update Xemacs packages?

I'm setting up a new box with Cygwin and Xemacs. I set it up on another box a long time ago, so some of the initial setup parts are new to me again. I installed Xemacs from the Cygwin setup, not the separate Xemacs/cygwin install. Now that I have Xemacs installed, how do I install packages? I tried doing "Update Package Index" and found the "allow-remote-paths" problem, so I set it to true and went on. This gave me the package list, and I selected several of them and hit "x". I then saw a prompt like "write failed, use "~/.xemacs" instead?". I confirmed that, and then it said "Unable to find file ..." (the first package I had selected). Irrespective of this problem, should I be installing the "Xemacs-base" and "xemacs-devel" packages, if I installed Xemacs from the Cygwin installer? What would be the impact if I installed packages from the Xemacs installer client (as opposed to inside Xemacs)?