>>270
オプションで指定してもでるんですよ。
それに　-Wno-deprecated　をはずすと下のようにでるから、ライブラリの読込みは出来ているようで。
ちなみにcygwinでなくLinuxでやっても、同じようなエラーがでました。

$ g++ test.cpp
In file included from /usr/include/c++/3.3.1/backward/strstream:51,
from /usr/local/include/xmlio/XMLIO_ArrayElement.h:10,
from /usr/local/include/ghmm++/GHMM_Sequence.h:13,
from /usr/local/include/ghmm++/GHMM.h:11,
from test.cpp:2:
/usr/include/c++/3.3.1/backward/backward_warning.h:32:2: warning: #warning This
file includes at least one deprecated or antiquated header. Please consider usin
g one of the 32 headers found in section 17.4.1.2 of the C++ standard. Examples
include substituting the <X> header for the <X.h> header for C++ includes, or <s
stream> instead of the deprecated header <strstream.h>. To disable this warning
use -Wno-deprecated.
------ 以下、例のエラーメッセージ（略 ----------