cfssl failed to compile on windows using cygwin

Question

I try to download and compile (which is done automatically) from here, and getting this error:

C:\Dev\devops\vault>go get -v -u github.com/cloudflare/cfssl/cmd/cfssl
github.com/cloudflare/cfssl (download)
github.com/cloudflare/cfssl/vendor/github.com/mattn/go-sqlite3
# github.com/cloudflare/cfssl/vendor/github.com/mattn/go-sqlite3
/usr/lib/gcc/x86_64-pc-cygwin/10/../../../../x86_64-pc-cygwin/bin/ld: cannot find -lmingwex
/usr/lib/gcc/x86_64-pc-cygwin/10/../../../../x86_64-pc-cygwin/bin/ld: cannot find -lmingw32
collect2: error: ld returned 1 exit status
# github.com/cloudflare/cfssl/vendor/github.com/mattn/go-sqlite3
sqlite3-binding.c: In function 'sqlite3SelectNew':
sqlite3-binding.c:123303:10: warning: function may return address of local variable [-Wreturn-local-addr]
123303 |   return pNew;
       |          ^~~~
sqlite3-binding.c:123263:10: note: declared here
123263 |   Select standin;
       |          ^~~~~~~