@DuckieTigger: The 'mingw' binaries are native, like silver18 said, you can run them in your favorite native Windows terminal

. (One thing of note, though: it'll probably horribly break on anything non-ASCII, and even then, some libarchive output might be mangled [char vs wchar, and all the fun it implies])..
The 'cygwin' binaries, on the other hand, will only run inside a cygwin shell, but should be as 'stable' as any other POSIX build, so, if you encounter a weird error with the native binary, it can't hurt to check if a POSIX-friendly build fails in the same way

.
@twobob: IIRC, there's now a separate buildscript (tools/simple-linux-static-build.sh) that handles that automagically, because there's apparently a staggering number of Linux distro out there running out of date software ;D.