To build EcoLab using MXE, you first need to build MXE by cloning the mxe repository, and building everything:

git clone
cd mxe
Now you can build ecolab by building in the toplevel source directory:
make MXE=1
If you need to build additional third party packages, such as unuran, install these into $HOME/usr/mxe It is generally quite easy to build packages for MXE if they use autogen, cmake or qmake Makefile generators.

To run a MXE-built ecolab executable, copy the entire Ecolab source directory with the MXE binaries to your windows system. Then run install.bat, which installs the TCL libraries required to support Eco Lab in the standard APPDATA location on Windows. Then you can run Eco Lab as usual from any command line tool (Cygwin not required, X-windows not required).

Whilst MXE can be used to build Eco Lab models for running, using Cygwin is a lot simpler. However, MXE is useful for building standalone applications that use the Eco Lab library, such as Minsky.