I'm trying to build ghc 5.02.2 under cygwin (2.125.2.10), using gcc rather than an existing Haskell compiler. I'm running with gnu make version 3.79.1

Building 5.02.x from C is quite an involved process. You will probably have more luck starting from 4.08.2. As for building under cygwin - I'll not sure we fully support this any more, but Sigbjorn Finne will be able to tell you more. Cheers, Simon