You will require the following above and beyond the default base install:
Development: make, g++, perl ( Makefile dependencies )
All necessary package dependencies to support these will be downloaded by the Cygwin installer. Once you have these setup you can compile and run any of the FUSS packages in Cygwin. You may note that crypt libraries are *NOT* required as AFKMud use the md5 password scheme. It should also be noted that zlib libraries were installed as part of the base package during the last test made and are not required as a separate setup.