Thanks for looking into the problem!  I added C:\cygwin64\bin into the system path list, so cmtk found the c++ library. However, with all the required libraries there, a cygheap base mismatch was always detected when I run the munger script. I reinstalled cygwin and CMTK for a few times and rebooted Windows after every installation, but the problem remains and I did not know how to solve it. 

Best,
Dan