One of my header files is actually a .h.in file so it looks like I need autoconf afterall. So I install MSYS-DTK and started MSYS and cd'ed to c:/tcl/lib/tcl-snmptools, the location of my TEA package. Per an earlier post I try autoconf-2.64/configure --prefix=/mingw and then autoconf/configure --prefix=/mingw both of which gave a no such file error.
So I tried just plain autoconf which complained that I needed 2.57 or higher. I went to the MSYS page and got a download of 2.64 but don't know to where it should be extracted.