That's pointless too
I don't even know how to use cygwin lol, never tried it
Cygwin is like reverse Wine.
It's an environment where you can compile and run Linux/Unix software in Windows.
The only difference is that when you compile using Cygwin, it creates a Windows EXE version of the Linux/Unix program you are trying to run.
There's a bunch of precompiled packages available through the installer for Cygwin.
EDIT: Just realized that in order to compile from source you must first have the source.
Ignore this, it's just me being stupid.