+Currently only the traditional autotools (autoconf, automake, make etc)
+build system is recommended to build LyX on cygwin. It does not differ
+from building lyx on any typical posix system, so you are referred to the
+INSTALL file.
+Note that it is not advisable using the cmake build system on cygwin for
+the reasons explained here: http://www.cmake.org/Bug/view.php?id=10122