Just compiled Sil on Windows using fresh Cygwin. To succeed, you need to edit Makefile.cyg and remove both occurrences of "-mno-cygwin".
Did you do this on a 32 bit or 64 bit machine, and did you use the 32 bit cygwin install or the 64 bit? Did the executable you made complain about needing cygwin1.dll?
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