I've got the TDM-GCC-64 distribution installed, and set to the PATH variable. I still can't install the cgo distribution github.com/mattn/go-sqlite3. I had CygWin installed before I read the most relevant answer to the question (This). However, installing the tdm distrubution has made no difference.
I get the following error on trying to run the application:
c:\go\pkg\tool\windows_amd64\link.exe: running gcc failed: exit status 1
/usr/lib/gcc/x86_64-pc-cygwin/10/../../../../x86_64-pc-cygwin/bin/ld: cannot find -lmingwex
/usr/lib/gcc/x86_64-pc-cygwin/10/../../../../x86_64-pc-cygwin/bin/ld: cannot find -lmingw32
collect2: error: ld returned 1 exit status