fredo2906,
Given that it was more than 3 years ago and I only did it once, probably not. The basic outline was this:
- Install MySQL Server for Windows
- Ensure the client libraries are NOT in PATH
- Compile the client libraries from source in Cygwin
- Ensure the Cygwin client libraries are in PATH
- Compile and install DBD::mysql in Cygwin using this guide
Note: The guide referenced in the last step actually points to various other resources.