How to use SageTeX on Windows?

[pstricks-fans]

1. I have installed Sage at C:\Users\xyz\AppData\Local\SageMath 9.3.
2. C:\Users\xyz\AppData\Local\SageMath 9.3\runtime\bin and C:\Users\xyz\AppData\Local\SageMath 9.3\runtime\opt\sagemath-9.3 have been addeded to PATH environment variable.
3. sagetex folder from C:\Users\xyz\AppData\Local\SageMath 9.3\runtime\opt\sagemath-9.3\local\share\texmf\tex\latex has been copied to TeXMF Local C:\texlive\texmf-local\tex\latex\local.
4. Installed Python C:\Users\xyz\AppData\Local\Programs\Python\Python310 has been added to PATH environment variable.

Attempting

1. Now I copy the provided example.tex from C:\Users\xyz\AppData\Local\SageMath 9.3\runtime\opt\sagemath-9.3\local\share\texmf\tex\latex\sagetex to c:\myfolder.
2. Open command prompt (terminal) with administrative privilege enabled.
3. Run pdflatex example and produces some warnings that are normal. A file named examples.sagetex.sage is also produced.
4. Run bash -l sage example.sagetex.sage but it fails with the following errors:

/opt/sagemath-9.3/src/bin/sage-preparse: File 'example.sagetex.sage' is missing
python3: can't open file 'example.sagetex.sage.py': [Errno 2] No such file or directory

Question

What am I missing here?

[dimpase]

Are you actually able to run Sage in a terminal?

Probably it has to do with the way one needs to provide a filename to a Cygwin application (you're running Sage on Cygwin here).

PS. Sorry for the delay in answering - I somehow turned off notifiations for this repo :-(