HTK on Cygwin
If you haven't already you should visit Downloading and Configuring Cygwin
You'll need to register (free) with HTK to download it. Visit http://htk.eng.cam.ac.uk/register.shtml to register, and they will e-mail you a password.
After that, visit http://htk.eng.cam.ac.uk/download.shtml, and download the HTK source code under Linux/Unix downloads.
After downloading HTK, launch Cygwin and navigate to your downloads folder. It is probably in this directory:
cd /cygdrive/c/Users/username/Downloads/
You can then unpack the download like so:
tar -zxvf HTK-3.4.1.tar.gz
This will create a new directory called htk. Change into this new directory like so:
cd htk
You can then install HTK with these following lines of code:
export CPPFLAGS=-UPHNALG
./configure --without-x --disable-hslab --disable-hlmtools --build=i686-pc-cygwin
make all
make install