Hi Benny, libexo doesn't build on CYGWIN when compiled with xfce-mcs-manager support. The following patch fixes the issue.
Created attachment 836 Patch to fix the build on CYGWIN
Fixed with revision 23536. 2006-09-28 Benedikt Meurer <benny@xfce.org> * configure.in.in, exo-helper/Makefile.am: Fix installation on Win32 variants. Bug #2463.