Cygwin Compile .c into .so - compilation

I'm trying to compile a .c file into .so using Cygwin on Windows 7.
I installed Cygwin following this guide...How to Compile Linux Programs Under Windows with Cygwin:
http://www.maketecheasier.com/compile-linux-programs-under-windows/
I installed library packages: gcc-core, gcc-g++, make and wget.
I did: cd C:/cygwin/x and found the directory with My .c file. The .c file is named: myproxocket.c
My instructions for compiling the source code:
gcc -o myproxocket.so myproxocket.c -shared -ldl
I get: -bash: gcc: command not found
Can someone familiar with Cygwin help Me compile .c into .so?
Do I have to make a .o file and then make a .so file?

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Cygwin: "boost/filesystem.hpp: No such file or directory compilation terminated."

I get this error when I'm using Cygwin on a "makefile":
"boost/filesystem.hpp: No such file or directory compilation terminated."
This is everything that's inside the "makefile":
mnisten: src/main.cpp g++ -Wall -O2 -lboost_filesystem-mt -std=c++0x -o mnisten src/main.cpp
And inside the "main.cpp" file, this is the line of code that the error message is referring to:
#include <boost/filesystem.hpp>
First I tried to put the "boost" folder (containing "filesystem.hpp") inside the "src" folder, but the error message was unchanged, I still got the same error message.
Then I changed the "include" code inside "main.cpp" to:
#include <filesystem.hpp>
I also copied the "filesystem.hpp" file into the root of the "src" folder, and surprisingly this worked. I got a new error, but I got past the "include" part.
I find it very confusing that it I get an error when the file is in a folder, but when it is in the root of the "src" folder it works.
Any suggestions on how I can get it to work when the file is inside the "boost" folder?
(I downloaded the the "filesystem.hpp" since it was not included)
To find the cygwin package that contains a given file you can use cygcheck -p
$ cygcheck -p boost/filesystem.hpp
Found 6 matches for boost/filesystem.hpp
libboost-devel-1.60.0-1 - libboost-devel: Boost C++ libraries (installed binaries and support files)
libboost-devel-1.60.0-2 - libboost-devel: Boost C++ libraries (installed binaries and support files)
mingw64-i686-boost-1.60.0-1 - mingw64-i686-boost: Boost C++ libraries for Win32 toolchain (installed binaries and support files)
mingw64-i686-boost-1.60.0-2 - mingw64-i686-boost: Boost C++ libraries for Win32 toolchain (installed binaries and support files)
mingw64-x86_64-boost-1.60.0-1 - mingw64-x86_64-boost: Boost C++ libraries for Win64 toolchain (installed binaries and support files)
mingw64-x86_64-boost-1.60.0-2 - mingw64-x86_64-boost: Boost C++ libraries for Win64 toolchain (installed binaries and support files)
so you need to install libboost-devel as you are not crosscompiling for mingw64.
Similar for
$ cygcheck -p opencv/cv.hpp
Found 1 matches for opencv/cv.hpp
libopencv-devel-2.4.11-1 - libopencv-devel: Real-time computer vision library (development) (installed binaries and support files)
Probably you don't have any boost installed in your system. I got this error and solved by installing it.
sudo apt-get install libboost-all-dev

MinGW gcc failed to find head files in /local/include

When I run
gcc test.c
in the terminal of msys,
I get the error
test.c:1:18: fatal error: x264.h: No such file or directory
#include <x264.h>
I can find the x264.h in /local/include
$ ls /local/include/
x264.h x264_config.h
Why MinGW gcc doesn't search the default place?
It's not a "default place" for MinGW GCC. The fact that you're calling native Win32 GCC from the MSYS shell does not mean it knows about these Unix paths MSYS conjures up.
Either install to the / directory or add your 3rd party library directory to the include paths on the commandline:
-I/local/include
Note the above only works from within the MSYS shell.

gcc: error trying to exec 'as': execvp: No such file or directory

I was trying to install gcc and gfortran on my intel mac with mountain lion and keep getting the above error when trying to compile the fortran file. gcc doesn't seem to work either with c programs. This is the error I get with my c program:
test.c:1:19: fatal error: stdio.h: No such file or directory
I tried typing this into terminal:
export PATH=${PATH}:/usr/local/bin
but that did not work. I added gcc and gfortran to /usr/local/bin instead of /usr/bin. I downloaded the compilers through hpc. The files had the given directory structure:
/usr/local/bin: contained gcc and gfortran along with other compilers
/uer/local/include/...
/usr/local/lib/...
etc...
I pretty much just copied and pasted all the files directly over to the exact same path directories on my computer and ran the export command. That is all I have done.
You probably need either odcctools (as provided by macports) or XCode (which contains the Mac "binutils", and the Clang compiler, GCC was discontinued).

preparing lapack dll with mingw

I downloaded lapack 3.3.0 version and mingw (with all libraries) after that I succeded to make blas.dll by gfortran --shared -o blas.dll blas\src\*.f -O
I could not succeeded to make lapack.dll by gfortran --shared -o lapack.dll src\*.f blas.dll -O
I got the following error
gfortran: error: CreateProccess: No such file or directory
Note: I set path to mingw/bin and also copied dlamch.f and slamch.f from install directory to src directory.
:: instructions got from this site
http://www.codingday.com/compile-lapack-and-blas-as-dll-on-windows/
What should I do
I donwloaded lapack and can reproduce the error.
As is indicated in the comments on the page you referred to, you might be running into a problem with the command line being too long for the shell to handle. Try first compiling all source files, and then linking them, in two separate steps.
gfortran -c src/*.f -O
gfortran -shared -o lapack.dll *.o blas.dll
When I did this the CreateProcess error went away, but unfortunately some undefined reference errors popped up next. It appears there are references to a couple of blas functions which aren't included in the blas sources accompanying lapack (I think they might be C functions).

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