How can I compile files as .exe file under Windows?

I've tried cygwin with Winpcap libs and modified some codes, but failed with error  
```
/usr/lib/gcc/x86_64-pc-cygwin/9.3.0/../../../../x86_64-pc-cygwin/bin/ld: skipping incompatible /usr/lib/libwpcap.a when searching for -lwpcap.
```
How can I fix it?
