Libcwd will only compile on cygwin and mingw32 when you configure it with
--disable-alloc and --disable-location.  On mingw32 you also have to use
--disable-threading because at the moment only POSIX threading is supported.

You then still have the debug output functionality, but no memory allocation
tracking or the possibility to use 'location_ct' objects to print source-file
and line number information of addresses.

If you develop your application on GNU/Linux then you can still use libcwd
for the debug output when testing the application on cygwin and mingw32, but
you have to take care to add #if's for the macros CWDEBUG_ALLOC and
CWDEBUG_LOCATION where appropriate.

Libcwd has not been tested on mingw32/cygwin for years. So there is
not garantee that it compiles. However, if it compiles then it should work.
