It's the program that converts and bundles .c files into executable files. It's necessary to compile most UNIX programs. You'd get that the same way you installed cygwin -- its installer handles other packages too.
It means what it says, there's no file named ./configure in the current directory. The ./configure script is only there by tradition, some things have a completely different build procedure, and the website may be out of date; check any readme's or INSTALL files the download came with first. And from what you posted earlier, you already have a makefile, so try running 'make' again.
As for what you need, 'gcc4', 'gcc4-core', 'gcc4-g++', and 'gcc4-runtime' should get you a compiler, though ideally just gcc4 should pull in the things you need. You may also need headers for whatever libraries maq requires.
Well that's progress, of a sort; you now have a working C compiler. It's just objecting to the strange options the current makefile tries to use it with.
Tell me what 'ls -l' shows. There may be a script you're supposed to run to generate a new makefile.
You could also try removing all instances of '-m64' from the makefile(s), or replacing them with -m32, which may work. It'll compile as 32-bit, but you would appear to have a 32-bit OS anyway.