I've faced some problem while trying to compile & link my "Hello World" Cpp App in Eclipse (using "cgywin")..
First, make sure you follow this : Setup cygwin toolchain in Eclipse CDT
Then, If you face a problem like :
/usr/lib/gcc/i686-pc-cygwin/3.4.4/../../../../i686-pc-cygwin/bin/ld: cannot find -luser32
Then, here's the solution (The question and the answer posted by me @ SO)
ld cannot find cannot find -luser32 (from Eclipse)