To compile a C/C++ OpenCL program on Windows using Cygwin or MinGW you need to:
- Make sure the OpenCL headers are on the include path. You can download them here.
- Link against a static OpenCL library (libopencl.a), which you already have.
To run the program, it needs to find the dynamic OpenCL library DLL. The NVidia driver usually installs it at C:\Windows\System32.
This works for me.