The following explains the section "Running rebaseall" on the developer page you linked to.
Why do we need to run rebaseall?
DLLs on Windows need to be loaded into memory at non-conflicting base addresses. rebaseall is a cygwin utility that scans all the libraries currently installed and sets each to request a different base address so that none will conflict. You should generally run this each time you finish adding new packages via the cygwin installer. You know you need to run this if you get cryptic error messages from cygwin about not being able to change a module base address.
From: "Installing Cygwin"
In English this means that DLL libraries need to be loaded at certain places in a computer's memory in a way that they will not conflict.
How to run rebaseall
In order to run rebaseall you need to complete the following steps.
Quit all cygwin shells and processes:
Run task manager and switch to the processes tab.
Highlight all cygwin.exe instances and press delete.
Confirm your actions.
Open a Windows command shell, cmd, as administrator:
Type in cd [cygwin bin directory] and hit enter, where you substitute [cygwin bin directory] with the path of the bin folder in the cygwin installation directory, most likely C:\cygwin\bin.
Run ash /usr/bin/rebaseall
If no messages appear, then you successfully configured the DLL base addresses.