Apparently the conclusion after much searching is that currently it is NOT possible. These were the only links I found that dealt with this:
https://stackoverflow.com/questions/17140457/imitating-a-shared-ssh-session-for-scripts-on-windows
“…but there is no implementation of OpenSSH for Windows which does this (file descriptors over unix sockets do not work in Cygwin).”
and
http://gcc.gnu.org/wiki/SSH_connection_caching
“Unfortunately if you are using OpenSSH on Cygwin you will not be able to take advantage of connection caching because Cygwin does not currently support file descriptor passing via unix-domain sockets.”