Install all required components in one directory (we'll call it /src).
Ideally, you should check out what you need from CVS
-(@file{http://cygwin.com/cvs.html}). This is the @emph(preferred
-method) for acquiring the sources. Otherwise, you can install the
+(@file{http://cygwin.com/cvs.html}). This is the @emph{preferred
+method} for acquiring the sources. Otherwise, you can install the
appropriate source packages from the cygwin distribution.
As of this writing, you need to install at least the cygwin source