..does anybody know if Win32-Ole will work under Cygwin?

Not entirely sure ... but I think Win32::OLE is part of libwin ... and I think there's a Cygwin build of libwin available.

That being the case, there should be a Win32::OLE that works under Cygwin. (Look for 'libwin' in the available Cygwin perl binaries.)

Cheers,
Rob