Yes, it was linux madness.
I removed Cygwin and installed MinGW. It is no longer crying about the SDL.
But now I have problem with Makefile. It does not compile the code. And every time I open the project it takes a loooong time "parsing openxcom-master".
----
Edit:
I installed cmake and made some progress (hopefully).
Now I get this when trying to run the program:
[31m[1mLinking CXX executable ../bin/openxcom.exe
D:/C/OpenXcom-master/OpenXcom-master/deps/lib/Win32\SDLmain.lib(./Release/SDL_win32_main.obj)
![Sad :(](https://openxcom.org/forum/Smileys/default/sad.gif)
.text[_main]+0x0): multiple definition of `main'
c:/mingw/bin/../lib/gcc/mingw32/4.8.1/../../../../mingw32/lib\libmingw32.a(main.o):e:\p\giaw\src\pkg\mingwrt-4.0.3-1-mingw32-src\bld/../mingwrt-4.0.3-1-mingw32-src/src/libcrt/crt/main.c:42: first defined here
Warning: corrupt .drectve at end of def file
CMakeFiles/openxcom.dir/objects.a(AlienBAIState.cpp.obj): In function `ZN4YAML6detail13memory_holder11create_nodeEv':
D:/C/OpenXcom-master/OpenXcom-master/deps/include/yaml-cpp/node/detail/memory.h:32: undefined reference to `YAML::detail::memory::create_node()'
CMakeFiles/openxcom.dir/objects.a(AlienBAIState.cpp.obj): In function `ZN4YAML6detail8node_ref12mark_definedEv':
D:/C/OpenXcom-master/OpenXcom-master/deps/include/yaml-cpp/node/detail/node_ref.h:29: undefined reference to `YAML::detail::node_data::mark_defined()'
CMakeFiles/openxcom.dir/objects.a(AlienBAIState.cpp.obj): In function `ZN4YAML6detail8node_ref8set_nullEv':
D:/C/OpenXcom-master/OpenXcom-master/deps/include/yaml-cpp/node/detail/node_ref.h:34: undefined reference to `YAML::detail::node_data::set_null()'
CMakeFiles/openxcom.dir/objects.a(AlienBAIState.cpp.obj): In function `ZN4YAML6detail8node_ref10set_scalarERKSs':
D:/C/OpenXcom-master/OpenXcom-master/deps/include/yaml-cpp/node/detail/node_ref.h:35: undefined reference to `YAML::detail::node_data::set_scalar(std::string const&)'
CMakeFiles/openxcom.dir/objects.a(AlienBAIState.cpp.obj): In function `ZN4YAML4Node10AssignDataERKS0_':
D:/C/OpenXcom-master/OpenXcom-master/deps/include/yaml-cpp/node/impl.h:254: undefined reference to `YAML::detail::memory_holder::merge(YAML::detail::memory_holder&)'
CMakeFiles/openxcom.dir/objects.a(AlienBAIState.cpp.obj): In function `ZNK4YAML5as_ifIbbEclERKb':
...and it continues like that for a long.