Impossible for now.
Tmux requires "cygwin-enabled" terminal emulator. Mintty is one of them.
Console2 works on top of real Windows console, and cygwin don't like it.
Possible ways:
- Convince cygwin developers to support Windows. I don't believe that is possible, but you may try.
- Use another emulation program. For example ConEmu (I'm the author) may run simple child graphical applications, which is mintty. So, you will get tabbed or splitted environment on top of mintty which may host tmux.