[Gmsh] Compile whith Cygwin

[karin.niko]

Hi!

I am trying to compile Gmsh  with Cygwin. I do not have problems except
during link where ld tells me it does not find the jpeg library. I tried 
--disabled-jpeg
but it had _no_ effect.
So I thought about giving the path to the library but I did not find it!
How to indicate where is this #&**ing library??

    Thanks,

             Nicolas