Openssl compilation problem in cygwin

I copied the openssl link from github and downloaded it from cygwin. (Use Windows 64bit)
After that, I try to compile the .c files with gcc, but !!openssl/pem.h: No such file or directory!!
Appears. What is the problem? How can I do it?

*I am using a translator to ask questions. I’m a Korean.

openssl problem