Good wishes to all. I want to compile wxWidgets, it's also a great exercise. Help in understanding, I want the right approach I pump!
Configured wxWidgets 3.1.3 for `i686-pc-cygwin'
Which GUI toolkit should wxWidgets use? msw
Should wxWidgets be compiled into single library? no
Should wxWidgets be linked as a shared library? yes
Should wxWidgets support Unicode? yes (using wchar_t)
What level of wxWidgets compatibility should be enabled?
wxWidgets 2.8 no
wxWidgets 3.0 yes
Which libraries should wxWidgets use?
Just an assumption as I don't use cygwin (don't see a reason any more), but if you're building a Windows target (which is selected as MSW in your text), you'd need a Windows build environment or a cross compiler.
Unless I misunderstand, in cygwin you're basically building a *NIX output, with *NIX tools and compilers. That could be equipped with a compiler aimed at building Windows targets, but have you configured for that?
Put another way, if I were building on Linux I would expect to have to install a compiler that can cross compile for Windows, otherwise I'd expect the build to fail. Likewise, on Windows I'd need a compiler configured to build for Linux if a Linux output is what I expected.
WxWidgets build on Visual Studio in Windows works quite well. So why is Cygwin your solution?
I don't know what the error means either, all I can say is that when building wxWidgets, I personally used MSYS2 with a MinGW compiler and got it to work without much struggle, for use with native Windows binary compilation.
On various forums people mention about compilation errors under Cygwin and in most cases these reports remain unsolved. If you have such problem, in majority of cases there is a conflict between Cygwin environment and other utilities/tools installed in the system. The standard PATH variable in Cygwin is constructed from windows PATH variable. Therefore, you can run utils or even compiler from for example MinGW even not knowing about it. Check the PATH environment and correct to point only onto Cygwin directories. Then do make clear and rerun whole configure-make procedure.