No, you don't need to do that. The edtFTPD installer defines a virtual root directory called
/edtFTPD, but that doesn't stop you from using other virtual roots. Cygwin defines a virtual root called
/cygdrive, whose subdirectories are the drive letters.
So, in your case you need something like this:
/cygdrive/d/Kunden/...
- Hans (EDT Support)