"cannot open display"

[Ogogon !!!]

Good afternoon, colleagues!

I have established CygWin to compile under Windows the program developed 
in gcc. At compilation of console applications - all OK. All 
applications, even rather complex, are started and work without remarks.

However, any attempt to create the program with GTK+, leads to that at 
their start there is a message "Gtk-WARNING **: cannot open display:".
At distribution kit CygWin there is a program gtk-demo.exe. Obviously, 
it it is guaranteed it is compiled without mistakes. It is not started 
and also writes "Gtk-WARNING **: cannot open display:".

My OS - WindowsXP Pro (Rus). What do I do incorrectly?

Yours faithfully,
Ogogon.

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