Missing libs when compiling GTK+ code

[Radek Vokal]

I'm trying to compile my project under Cygwin/X and faced several
problems. The first one was missing libXrender.la file. Thanx to this
mailing list I've solved this issue but right after fixing this the
makefile reports:

gcc.exe: /usr/lib/libgpg-error.dll.a: No such file or directory
gcc.exe: /usr/lib/libgtk-x11-2.0.dll.a: No such file or directory
gcc.exe: /usr/lib/libatk-1.0.dll.a: No such file or directory
gcc.exe: /usr/lib/libgdk-x11-2.0.dll.a: No such file or directory
gcc.exe: /usr/lib/libgdk_pixbuf-2.0.dll.a: No such file or directory
gcc.exe: /usr/lib/libpangoxft-1.0.dll.a: No such file or directory
gcc.exe: /usr/lib/libpangoft2-1.0.dll.a: No such file or directory
gcc.exe: /usr/X11R6/lib/libXft.dll.a: No such file or directory
gcc.exe: /usr/X11R6/lib/libXrender.dll.a: No such file or directory
gcc.exe: /usr/lib/libfontconfig.dll.a: No such file or directory
gcc.exe: /usr/lib/libfreetype.dll.a: No such file or directory
gcc.exe: /usr/lib/libexpat.dll.a: No such file or directory
gcc.exe: /usr/lib/libpangox-1.0.dll.a: No such file or directory
gcc.exe: /usr/lib/libpango-1.0.dll.a: No such file or directory
gcc.exe: /usr/lib/libgobject-2.0.dll.a: No such file or directory
gcc.exe: /usr/lib/libgmodule-2.0.dll.a: No such file or directory
gcc.exe: /usr/lib/libglib-2.0.dll.a: No such file or directory
gcc.exe: /usr/lib/libintl.dll.a: No such file or directory
gcc.exe: /usr/lib/libiconv.dll.a: No such file or directory
make[2]: *** [myproject.exe] Error 1
etc.

Strange that all these files are present in these directories. Am I
missing some PATH configuration or ldconfig stuff?