Anyone with knowledge on Cygwin? (+Shogun)

Hi Guys!
Im having a major problem with Cygwin.

I decided to use an api called ShoGun
http://www.shogun-toolbox.org/page/home/

Anyway, i downloaded and then i installed Cygwin.

On Cygwin i downloaded a package of stuff… Python,G++, Cmake,make etc.

So when i tried to build with Cygwin, i got this :
http://pastebin.com/rJJjPC4h

I emailed the Devs and they told me to try this :
http://pastebin.com/BF5UqbyF

Problem is, i have little knowledge on C++
And no knowledge on Cygwin.

If theres anyone on forum who can at least guide or help me, i would appreciate so much, im completely lost.

PS : I decided to post here because i know there are mass dev’s here, besides i dont know/trust other java forums who are friendly as in here. Or maybe i guess i do like here…