You will most likely of missed installing one of the required extra packages listed when installing Cygwin.

Run the Cygwin installer again to install over your existing installation.

On the packages window with the search box and drop down lists - search for each of the packages listed in bold.

You need to select multiple tick boxes for some of the listed packages.

If your not sure if you need a package in the listed category, just tick the box to install it anyway.