how to build multiple files program with gcc, cygwin?

[address@hidden]

Hi,

I am using Windows but I have Cygwin installed.
I would like to build a C++ program using g++ compiler. However, I do
not know how to compile several files without using an IDE. My
questions are:
1. Is there any IDE with g++ compiler for Windows? If any, it is free
or not? :-)
2. If no, I could use emacs, for example, to write the code. How to
compile the code then?

Thanks in advance.

Vinh Phu