Thanks! Helpful hints. After posting initially I progressed a little further. 
I'm starting on my own "cheat sheet" but wanted to share a few observations 
that may be of use to someone who travels the same road I'm going down.

1. Make sure your path does not include " ". Some of the packages I tried to 
compile from source failed with funny errors eluding to "Files/Windows" 
(obviously "Program Files/Windows") - once I updated my Path to not include 
references to "Program Files" those errors went away.
2. cygport is a good tool - use it. As it turns out it helps - but I still had 
to do significant sleuthing manually to make things compile.
3. Most of the source I worked with came from 
ftp://cygwin.org/pub/cygwinports/release-2/GNOME, as it turned out a very good 
source of CygWin packages - including a few that not appear on Cygwin's setup 
(such as libpeas that I have not been able to find)
4. cygport generally does a good job job of setting up, compiling and 
installing, but I found a few cases where cygport did not correctly install a 
package. I had to manually install a compiled package (notably for libpeas and 
libnotify). In those cases one wants to cd to <package>/build and run 'make 
install'.
5. A number of my problems were caused by the fact that I was building my 
source on a network drive (as my home directory happens to be located on a 
share). My experience shows that building on the local machine works a lot 
better. I think it has something to do with symbolic links not working right on 
network shares (or is that just Samba network shares?)
6. Eventually I learned that "configure" does not at all like my pkg-config. In 
the process of doing its thing, configure would unset $PKG_CONFIG, so it would 
bomb out eventually with an error like "your pkg-config script cannot be found 
or is too old". I worked around this by exporting the necessary compiler flags 
(think $DUP_CFLAGS, $DUP_LIBS, etc.) prior to running configure. (I used 
pkg-config to actually set those environment variables).
7. All of the above eventually led me to be able to actually compile deja-dup!
8. I decided to use 'make install" to install deja-dup... Which may explain why 
it's complaining about not being able to find certain DLLs when I try to run it.
   8a. Still need to try "cygport install" to see if that helps any...
9. I did get deja-dup to run if I execute it from a location that contains the 
necessary DLLs... It seems to run fine.

NET: I got it to work (happy!), I learned a lot (happy!). I also have a version 
of deja-dup that runs under windows... Now for testing to see if it actually 
does what it's supposed to do (create and maintain backups).
If anybody believes this compiled version of deja-dup would be share worthy I'm 
happy to do so.----------------------------------------                         
                  
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