Question about which tools to use, bugs, the best way to implement a function, etc should go here. Don't forget to see if your question is answered in the wiki first! When in doubt post here.
Go to the Cygwin website and download and follow the instructions provided install it. Make sure you install Make and GCC, if not most of the development tools. Then, build a cross-compiler. There are already instructions for doing all that, next time search the wiki. Also, if you can't follow these instructions, then I'm sorry to say you aren't ready for OS development.