Assuming you mean that you are using a compiler built for cygwin, I think the best chance is to use a single source file for everything you want to profile, and include -g in the compile and link options. You would require either -mno-cygwin or to put a copy of cygwin1.dll (temporarily) where it will be found when running VTune. You have the options of putting the environment variables and command line in a .bat file, or using the command line option setting in VTune.
