As some people complained that Gammu does not build under Cygwin, I decided to setup a test environment. And of course I'm not going to use real Windows, that would not allow me to use it effectively, so let's do it in Wine. I currently have 1.1.12, which is in Debian packages (in experimental), so I blindly downloaded Cygwins installer, started it and (even if Wine complained quite loudly about not supported things) it installed without a single problem!
So let's try to compile Gammu in it. First attempt fails, because Cygwin symlinks do not work in Wine. But there is an easy workaround - just copy as.exe and ld.exe instead of symlinks and now even the compiler works. Rest is surprisingly without any problems, so I can nicely get test results to Gammu dashboard.
Kudos to all people who make this work.