The prerequisites are (obviously?):
* cygwin installation (http://www.cygwin.com/).
-* decent X server; eXceed, X-Win32, or maybe even Cygwin/XFree86.
+* decent X server; eXceed, X-Win32 or Cygwin/XFree86.
* working TeX installation; fpTex, MikTex.
It should compile out of the box, but there might be some libraries