The instructions I linked you too should work just fine for cygwin, so long as you have the mysql and zlib headers installed (you pick them as part of the install process)
You can use cvs inside of cygwin to pull down the source code, and then put them somewhere in your cygwin directory, and use the linux readme instructions to compile them.
By all means, experiment, learn and feel free to post what you've been able to accomplish. I'd like to hear 100% that someone was able to compile, and run the latest eqemu code from within cygwin, it might put a stopper in the pieholes of everyone screaming about not wanting to buy Microsoft compilers... LOL....
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Quitters never win, and winners never quit, but those who never win and never quit are idiots.
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