We use a third party product (Cygwin) to start online load modules, but are having problems. 

How can we start online load modules without this third party product, directly from command (dos) prompt?

Release :

Component : CA Gen Build Tool

To start an online load module from the command line, when building the module set your CMD_FORM profile setting to 'YES' (it is a buildtool setting), this will cause the application to be built as a console application. This will place all the executables and trigger dll in the load model in the '\c' directory.   Setting this parameter to 'YES' will allow  you to run the application from the models '\c' directory as follows:    <loadmodue> <trancode> 

Also, be sure to set your AEPATH environment parameter pointing to this load module executable location.