[...] you'll be using the MinGW libraries, and your program will not understand POSIX paths (i.e., you'll have to use Win32 ones).
Well, to be totally, utterly nitpicky, I believe "/WinNT/System32" is a valid POSIX filename which will be understood by Win32 programs as well (assuming that their current drive is "C:" :-). At the API layer, Win32 makes no distinction between "\" and "/" for filename separators (you can even open "//hostname/sharename/filename" from a Win32 program).
The \-/ distinction is mainly at the command level, where most MSFT commands interpret "/" as an option prefix.
But yes, you won't see your Cygwin mounts like "/usr/bin" from a MinGW (==Win32) program..
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