Dmitry Timoshkov wrote
 
For any productive Wine development you need not only working compiling
environment, but a working Wine binary, to run at least 'make test'. 

Ok so I could not run any test until compiling on cygwin works.
But the idea was to be able to remotly compile wine with some of our patches applied.

I was told "you can't do that, it will break minGW".
The WINEBUILD VM exists but we can't use it (or tell me how to do that)

Of course I could install MinGW on my PC too...