Adding a PATH to Cygwin?

[nobody]

Im trying to compile with a cyg makefile. Ive changed my directory within the
shell to my programs ( C source code ) folder. When I run the following
command "make -f makefile.cyg depend" It gives me a list of header files
(files from my program, not API) that it cant locate "No such file or
directory".

Im assuming this is because I havent added my programs folder to a PATH
list. How do I go about this?
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