Building GROMACS 4.6.5 on Cygwin:
* get GROMACS 4.6.5 source
* get cygwin (version: uname -r  => 1.7.27(0.271/5/3) )
* install GCC 4.8.2
* get FFTW3-3.3.3 source
* unpack FFTW3-3.3.3 source, go to its source dir in cygwin terminal; enter

   mkdir distr
   ./configure --prefix=`pwd`/distr --enable-float

 Note that GROMACS requires FFTW3 to be built with a single floating-point precision, while 
 by default FFTW package uses double precision
* unpack GROMACS source and go to its source dir in cygwin terminal; enter

    mkdir build
    mkdir distr
    cd build
    cmake .. -DCMAKE_INSTALL_PREFIX="`pwd`/../distr" -DFFTWF_LIBRARY='/cygdrive/k/cygwin/fftw-3.3.3/distr/lib/libfftw3f.a'  -DFFTWF_INCLUDE_DIR='/cygdrive/k/cygwin/fftw-3.3.3/distr/include'
    make
    make install

 Be sure to change '/cygdrive/k/cygwin/fftw-3.3.3/distr' to your local folders configuration.
* NOTES:
 1. If compile process stops due to something like
    The file "gmxlib/thread_mpi/impl.h" is missing
  simply add 
 
    #define HAVE_SYS_TIME_H 
 
 at the very top of the file gmxlib/thread_mpi/impl.h 

 2. It might be useful to copy cygwin dlls (cygwin1.dll etc) into lib folder of gromacs
  and to use the following script to update windows PATH environment variable:

    @echo off
    for /f %%x in ('cd') do set path=%%x\lib;%path%
    cd bin
    cmd

* enjoy :)