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Relevant part of your question is "...how to get OpenCV 3.0 build under ..." I think you won't find an updated installation guide so download binaries or try it yourself starting from the Quick Start.

About residual (and OT) question: Did you search "Cygwin vs MinGW" on the net ?

• Using Cygwin your applications will have POSIX substrate with pros and cons.
• MinGW is suitable for the development of native MS-Windows applications.
• MinGW-w64 is a build env for 64bit and/or 32bit Windows application.

Finally, may be you will need of a GUI. For OpenCV you can use wxWidgets , Qt or Microsoft Foundation Class (MFC)