explain that fltk needs to be configured with --enable-cygwin on windows

README

@@ -15,7 +15,8 @@ support; freely available from http://www.fltk.org). You can use the
 the FLTK_DIR and GSL_DIR environment variables) if the libraries are
 not installed in their default locations. Please note that compiling
 the Windows version requires the Cygwin tools (freely available from
-http://www.cygwin.com).
+http://www.cygwin.com) and a "cygwin-enabled" version of FLTK (i.e.,
+you have to configure FLTK with "./configure --enable-cygwin").
 
 To install a non-graphical version of Gmsh (that does not require FLTK
 nor OpenGL), type