What should i do after installing cygwin?

i am currently reading on this page http://en.wikibooks.org/wiki/Windows_Programming/Programming_Windows_with_OSS_Tools

and it tell me to paste this code into a command line interface:
c:\cygwin\bin\gcc -s -Os -mno-cygwin -o <outputfilename> <inputfilename>

But what should be my input or output file? And the "command line interface" is the window command prompt or cygwin's command line interface?
input file is *.c or *.cpp file.
gcc main.c -o out
will compile main.c into out file
to use out file, type
Ah get it, thanks
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