In the root folder of your cygwin-installation is a link called "Wodi32 Package Manager.lnk". Click on it (from Windows Explorer) to start the GUI for package installation. Or run /opt/wodi32/gui/bin/gui.exe from inside cygwin (btw: the gui was written with the package you are looking for :) )
The package ist called (godi-)lablgtk2. ( lablgtk3 isn't published yet, and lablgtk1 is obselete). godi-lablgtk2 supports nearly all bindings, including gnomecanvas, gktspell, gtksourceview2, etc.