If you have access to a Windows machine, it might be simpler to install mingw on it and compile on it directly. (And mingw's gcc won't generate binaries that depend on cygwin1.dll.) ...
Is it possible to compile joe (basic UN*X text editor) within cygwin? I got a whole bunch of pointer errors when attempting to do so using the 2.7.9 ...
If you still think that operating systems are tied to hardware, you need to update your thinking; nowadays there are lots of options that let you run one operating system within another or in parallel ...