cygwin help

I'm basicly obvlious to the world of cygwin.
I was wondering if some one could walk me through using it.

Let's say, an example step by step on how to change the files and recompile it and everything

Detailed information about doing compiles, getting a compiler, making changes, and other useful topics are in the web page How to make changes, including compiling.

This is based around Cygwin.

thats a great page if you need definitions of everything
but it doesn't tell you the commands to do it nor how to do it

The last part (click on "How about an example?") does a step-by-step edit, change and compile, showing the exact commands you type.