I need to install a script for biogeographical analyses in Windows XP using Cygwin. The program is named Lagrange and is written in C++. It actually comes with instructions to install in Linux and Mac OS X, but as I know almost nothing of the languages used. How can I do it?
You have to download the source and compile it yourself.
This is not an easy task, Cygwin has a few special quirks that may need source alterations (especially as the source is still in beta).
If using the Python version is not an option may I suggest that you try installing it in a virtualized Linux machine (for example VirtualBox and Ubuntu). Once you are able to install it from source there, you can try on Cygwin.