Hej Orio,
as Bruno has already denoted, the build of deal.II within cygwin is not really supported, and
from my experience, you only get a very short cut version within that.
In the recent development of virtual machines, vagrant has shown to be a very useful
tool to get around such a problem, by using a virtual machine, e.g. a supported
linux distribution such as ubuntu 14/15 or centos 7 via vagrant.
It seems that there is an installer for vagrant for windows here:
but you may need additional tools for setting up a VM within Windows.
Unfortunately, I do not have any recent experience with VMs on Windows, thus that I
can't help you out furthermore on this topic.
If it works, you simply can download a linux with a Vagrantfile (cf. the documentation
of the previous reference how to set up, get the VM started and halted).
At all, the better approach would be to switch to a current linux distribution if you
really want to use deal.II with all of it's features.
Best
Uwe