Here are the basic steps to build XEphem on cygwin:

1. Go to http://www.cygwin.com.
2. A little ways down the page near the center, click on Install or update now!
3. Click Save, save to Desktop. Note new black/green cygwin setup icon appears on
   Desktop (you can choose another folder instead of Desktop if you prefer).
4. Double-click Cygwin Setup icon, click Run if you get a security warning.
5. Click Next to pass the first dialog.
6. Accept the default "Install from Internet", click Next.
7. You can change the Cygwin root folder if you want, but you shouldn’t need to.
   Accept other defaults, click Next, Next.
8. Click Direct Connection or choose as required for your installation, click Next.
9. Choose a mirror site (choose one near you if possible), click Next.
10. The package list is downloaded first, then you see a dialog asking to select packages.
11. Open the "Base" item (click the + sign) and ensure everything is checked for download.
12. Open the "Devel" item and click on the icon alongside "gcc-core" and the icon
    alongside "make". These selections will cause other items in Devel to be selected.
13. Open "X11" and select "xorg-x11-devel", which will cause other X11 packages to be
    selected, and then select "lesstif".
14. You will need a text editor like vi (vim) or emacs; select it under "Editors".
15. Click Next. A large download begins. Note the speed; if it is not at least 100kb/s
    cancel out and go back to step 9 and choose a different mirror.
16. Click "Finish” to create a desktop icon and Start menu entry; click "OK" on the
    next dialog to finish.
17. Double-click the new Cygwin icon to start the cygwin environment and a shell window.
18. In the shell window, type startx to start a rootless X Window server and an xterm.
    Use this xterm for all subsequent commands, not the original shell window (iconify
    the latter to avoid possibility of confusion).
19. Point your browser to go to http://www.xephem.com and download the XEphem source
    code. The file may be downloaded with a ".tar.tar" extension - change that to .tar.gz.
    Here I assume xephem-3.7.2.tar.gz in your home directory, which is under the "home"
    folder in the main cygwin root folder.
20. Run "tar xfz xephem-3.7.2.tar.gz; cd xephem-3.7.2/GUI/xephem".
21. Edit Makefile: find the line beginning with "XLIBS =" and replace
    "$(MOTIFL)/libXm.a" with "-lXm".
22. Build XEphem by typing "make".
23. Now follow the instructions in the file xephem-3.7.2/INSTALL, starting at step 2.

Further notes:

    * To avoid endless grief now and in the future, be sure your cygwin HOME directory does
      not contain spaces. This will happen if you choose your install directory with spaces
      in it or if your Windows login has spaces. If you have spaces in your install directory
      path, move things around and/or change names to eliminate it. If you have spaces in
      your login name, rename the directory to something without spaces and change the entry
      in /etc/passwd to match.
    * If when you start xephem you get a message about "failed to initialize" try compiling
      with a different version of the gcc compiler. There are reports the gcc version
      3.3.3-3 causes this but 3.3.1-3 does not.