Make sure you have the required packages selected under Cygwin installation:
- gcc/g++ version >= 4.3.2
- autotools (this one provides autoreconf, which creates ./configure)
- libtool
- flex
- bison
- gmp >= 4.3
If all the packages are installed, follow the default instructions:
http://code.google.com/p/opensmt/wiki/BuildOpenSMTFromSources
As Ondřej Šerý confirms, compilation works under cygwin.
Cheers,
Aliaksei Tsitovich
www.inf.usi.ch/phd/tsitovich