Installing/compiling in Cygwin/MinGW - How to set the include "path"? (symbolic link?)

After much investigation, the problem turned out to be that:

  1. MinGW does not have sys/times.h.
  2. Cygwin has it, but my Cyqwin was using the gcc in my python directory, which is MinGW's gcc.

This was discovered while trying to resolve another problem here:

Cannot compile C code with #include <sys/times.h> in Cygwin

So it turns out that my problem had nothing to do with the include path or making symbolic links, but rather, the gcc version/type was wrong. This fact eluded me because I was running a clean installation of Cygwin and didn't know that it would automatically use the MinGW's gcc in my Python folder.