To build N3 on cygwin, follow the instruction given by http://www.ece.ubc.ca/~alberth/project.html

So first install the lastest version of cygwin:
http://www.cygwin.com/

then during the installation process, install gcc, perl and make 
http://www.eecg.utoronto.ca/~aamodt/ece242/cygwin.html

And then follow instruction given by:
http://www.ece.ubc.ca/~alberth/project.html