Unfortunately, it's not easy for me to say. I honestly cannot give you a step by step guide, beacuse it depends exactly what parts of cygwin you download.
Cygwin is not just a Linux Simulator (this is a common mistake made by many people) it's a full blown linux environment that runs on top of a windows sub system.
As such, anything that has been ported to standard C/C++ using a standard linux build system should in theory work under it.
at a pinch i would say you definately need apache2, apache2 dev and all the usual build utils such as GCC, GPP, buildutils and binutils should be installed using the cygwin package manager.
You may have other dependencies that are needed also, but these vary from build to build and without me trying to reproduce the exact same secenario on my systems as in on yours it really is impossible for me to tell.
As a general rule of thumb however, once you have the tar.gz file unpacked to a directory that accessible from your cygwin command line window, then typing ./configure in the folder should show you what is missing.
Cheers
Shawty