Building node.js on cygwin (windows) - DanielDong/node GitHub Wiki

Cygwin is no longer supported, despite being POSIX compliant. The latest version that compiles is 0.4.12.

wget http://nodejs.org/dist/node-v0.4.12.tar.gz
tar xvfz node-v0.4.12.tar.gz
cd node-v0.4.12/
./configure
make
make install

Source: http://stackoverflow.com/a/10114528/148844