To set up your build environment for Kiwi on Cygwin, do the following:
Additionally you may find a better terminal than the Windows one useful, one such terminal is mintty, which is available in the Cygwin repository. You will probably also wish to install an editor.
Perform a base installation of Cygwin, plus the following packages, there may be others that are not in this list.
binutils, bison, boost, flex, gcc-core, gcc-g++, genisoimage, gettext, gettext-devel, gmp, libboost1.43, libboost-devel, libgmp-devel, libgmp3, libiconv, libiconv2, libncurses-devel, libmpc1, libmpc-devel, libmpfr-devel, libmpfr1, make, mercurial, mkisofs, mpclib, mpfr, patchutils, popt, python, sharutils, tcltk, wget
As Cygwin does not provide a package for SCons (the build system that Kiwi uses), you will need to install it yourself. It is available from http://www.scons.org/. Follow the supplied installation instructions (python setup.py install) and you will be good to go. Kiwi requires SCons 1.2 or later.
Once you have performed these steps, follow the instructions on the Building Kiwi page.