I used root_v5.32.00.win32gcc-gcc-4.3.tar.gz and I did start root from an xterm.
I just tried compiling from source also, but I am getting a very similar result from this post: [unsolved] fresh cygwin and root 5.32 broken build
with the error
make: *** [graf3d/g3d/src/G__G3D.cxx] Floating point exception (core dumped)
make: *** Deleting file `graf3d/g3d/src_G__G3D.cxx`
It’s not essential to build from source, but it may be related?