I haven't looked at Oopo's but...
You probably have to run the configure script (a file simply named CONFIGURE). You can't do that in Cygwin.
You'll need to set up MinGW. You'll also need to install MSYS and the MSYS Developer Toolkit (both part of the MinGW project). Then you can use the MSYS shell (like SH or DOS) to run the configure script. MSYS tries to emulate posix (linux) style stuff (for example, the root of C drive is /C/). You'll need to navigate to the folder (use the CD "change directory") command, and run the install script (type install). Then you have to run make.
edit: I originally said install, I meant configure. And configure scripts are pretty picky, I could never get one to work properly in Cygwin.