Add openvpn readme for cygwin

windows/openvpn/README.cygwin

+This version of OpenVPN has been patched to support Cygwin. To Build
+and Install OpenVPN in the Cygwin, follow the following instructions:
+
+$ cd openvpn
+$ ac_cv_type_socklen_t=yes \
+  IFCONFIG="C:/WINDOWS/system32" \
+  LDFLAGS="-liphlpapi -lws2_32" \
+  CFLAGS="-DWIN32 -DCYGWIN -D__USE_W32_SOCKETS -D__INSIDE_CYGWIN_NET__ -DWIN32_LEAN_AND_MEAN -D_WIN32_WINNT=0x0503 -g"
+  OPENSSL_CRYPTO_CFLAGS=-I/opt/slapnode/include \
+  OPENSSL_CRYPTO_LIBS="-L/opt/slapnode/lib -lcrypto" \
+  OPENSSL_SSL_CFLAGS=-I/opt/slapnode/include \
+  OPENSSL_SSL_LIBS="-L/opt/slapnode/lib -lssl" \
+  ./configure \
+  --disable-lzo \
+  --disable-pkcs11 \
+  --disable-plugin-auth-pam \
+  --disable-plugin-down-root
+
+
+$ make
+$ make install
+
+Or
+
+$ cp src/openvpn/.libs/openvpn.exe /usr/local/bin
+
+*************************************************************************
+
+You need change OPENSSL_CRYPTO_CFLAGS, OPENSSL_CRYPTO_LIBS,
+OPENSSL_SSL_LIBS, OPENSSL_SSL_CFLAGS as your ssl configure.
+