I was told that I had to use CYGWIN if I an running windows rather than Linux. I am given the impression that SDCC is a linux product. Am I miss informed??

SDCC is being cross-compiled on a Linux box to run on a Windows box using MinGW (minimalist GNU environment for Windows) and thus should not require any cygwin environment to run under Windows. You could use cygwin to compile sdcc from sources on Windows, but you probably do not want to do that ...

Best regards,