my problem

[Alejandro Paz(Germany)]

I find that the way you invoked the compiler a bit strange:

In the manual they recommend you have a /usr directory at the top of the C drive. You can also try MinGW instead of cygwin.
The -O option (Optimization level) needs a switch like 's' for size, or '0' for none, or '2' for optimize more (-O2 is what the manual recommends)

try it like this (assuming that xgcc is in the PATH and Residuo_secco.c is in the current directory):

xgcc -O2 Residuo_secco.c -o Residuo_secco

btw: ENOENT means file not found.