SVM (with SCC) can be easily installed in a Linux system (simply by unpacking the package and setting a few environment variables). However, installing and using it in Windows requires much more effort.
Cygwin (http://www.cygwin.com/) is a Unix-like environment for Windows. It eases the problems of running SVM in Windows and compiling the code synthesized by SCC. Though it is possible to run SVM and SCC without Cygwin, the support for such a native Windows environment is limited. The users are strongly recommended to use Cygwin.