xconfig: No such file or directory

[Klonuo Umom]

Hi,
I just installed cygwin (with compilers) on xp 32b, with intent to
build atlas and lapack. Got atlas, made required preps then './configure'
and it throws error:

'/bin/sh: line 1: ./xconfig: No such file or directory'.

I have no idea what xconfig is as I never used *nix, so what do I need to
install next?

TIA

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