Install SFML on Windows 7 with Cygwin

[Chameleon]

Hello, 

I'm just starting out with SFML, and it seems pretty cool.  However, I'm very inexperienced when it comes to configuring things inside the terminal, so if you could help I would appreciate it.

I am on Windows 7, write my code in Notepad++, and compile using g++ in Cygwin.  I just downloaded the full MinGW SDK for Windows, which I think was the right one because I don't use Visual Studio (even though I have it).  On the other hand, Cygwin is Linux-like, so I don't know.  The SFML-1.6 folder is now sitting in my c: directory.

Once you have downloaded and extracted the files to your hard drive, you must install the SFML headers and library files to the appropriate location. To do so, you just have to go to the SFML-x.y directory and type "sudo make install".

How do I "install" the headers and libraries?  There is no sudo, su-, or any of that in Cygwin.
Or am I completely on the wrong track, and should use Code:Blocks or Visual Studio?  That's not preferable, but if I need to I understand.

I'm sorry if this is very basic stuff, but I'm having trouble finding the answers anywhere.

Edit: To clarify, I've already read the nearby similar post with "Cmake" already, but I don't think that's the same problem.

[Chameleon]

Well, I think I've found my problem.  And it's not with the installation.

$ g++ Test.cpp -o Test.exe
In file included from /usr/lib/gcc/i686-pc-cygwin/4.5.3/include/c++/SFML/System.hpp:32:0,
                 from Test.cpp:1:
/usr/lib/gcc/i686-pc-cygwin/4.5.3/include/c++/SFML/Config.hpp:60:6: error: #error This operating system is not supported by SFML library

After manually putting the include files from SFML into Cygwin's include folder, instead of getting "not found" errors, I got this.  Downloading the Windows library and then trying to run it in a Linux environment was a bad idea.

Either way, everything's fine because I have an Ubuntu VM, which I can use instead of Windows.