I got Dillo to compile in Cygwin. Basically, I removed all dangling references to i18n libraries (I don't use them anymore), and disabled SSL (which doesn't like to compile. Maybe if I added the OpenSSL development libs). I haven't gotten dpid (a daemon Dillo uses for various purposes), but Dillo works for very basic web surfing. Useful for people who want to make sure their web site looks sane in Dillo, or in my case, making sure my up-and-coming bitmap font project looks good when using Windows.
It can be downloaded here (750k compressed tarball)
I have one pending MaraDNS support email to answer.