I built spatialite library then gdal library with spatialite support. Also built mapserver which depends on gdal with success. There was no problem with linking.

When I try to execute a gdal utility I get:

$ ogrinfo.exe
/usr/local/bin/ogrinfo.exe: error while loading shared libraries: cyggdal-1.dll: cannot open shared object file: No such file or directory

But everything seems fine:

$ ldd /usr/local/bin/ogrinfo.exe
        ntdll.dll => /cygdrive/c/WINDOWS/system32/ntdll.dll (0x7c900000)
        kernel32.dll => /cygdrive/c/WINDOWS/system32/kernel32.dll (0x7c800000)
        cyggdal-1.dll => /usr/local/bin/cyggdal-1.dll (0x710c0000)
        cygcurl-4.dll => /usr/bin/cygcurl-4.dll (0x63d80000)
        cyggcc_s-1.dll => /usr/bin/cyggcc_s-1.dll (0x67f00000)
        cygwin1.dll => /usr/bin/cygwin1.dll (0x61000000)
        ADVAPI32.DLL => /cygdrive/c/WINDOWS/system32/ADVAPI32.DLL (0x77dd0000)
        RPCRT4.dll => /cygdrive/c/WINDOWS/system32/RPCRT4.dll (0x77e70000)
        Secur32.dll => /cygdrive/c/WINDOWS/system32/Secur32.dll (0x77fe0000)
        cygcrypto-0.9.8.dll => /usr/bin/cygcrypto-0.9.8.dll (0x6ba40000)
        cygidn-11.dll => /usr/bin/cygidn-11.dll (0x6c200000)
        cygiconv-2.dll => /usr/bin/cygiconv-2.dll (0x674c0000)
        cygintl-8.dll => /usr/bin/cygintl-8.dll (0x6f5c0000)
        cygssh2-1.dll => /usr/bin/cygssh2-1.dll (0x69ec0000)
        cygz.dll => /usr/bin/cygz.dll (0x692c0000)
        cygssl-0.9.8.dll => /usr/bin/cygssl-0.9.8.dll (0x63400000)
        cygexpat-1.dll => /usr/bin/cygexpat-1.dll (0x66ec0000)
        cyggeos_c-1.dll => /usr/bin/cyggeos_c-1.dll (0x70180000)
        cyggeos-3-1-1.dll => /usr/bin/cyggeos-3-1-1.dll (0x4e0000)
        cygjpeg-7.dll => /usr/bin/cygjpeg-7.dll (0x66e00000)
        cygpng12.dll => /usr/bin/cygpng12.dll (0x6f200000)

If I copy the cyggdal-1.dll to the current folder:

$ ogrinfo.exe
/usr/local/bin/ogrinfo.exe: error while loading shared libraries: ?: cannot open shared object file: No such file or directory

So what is a '?' library?

$ ldd cyggdal-1.dll
        ntdll.dll => /cygdrive/c/WINDOWS/system32/ntdll.dll (0x7c900000)
        kernel32.dll => /cygdrive/c/WINDOWS/system32/kernel32.dll (0x7c800000)
        ??? => ??? (0x710c0000)
        ??? => ??? (0x63d80000)
        ??? => ??? (0x67f00000)
        ??? => ??? (0x61000000)
        ??? => ??? (0x77dd0000)
        ??? => ??? (0x77e70000)
        ??? => ??? (0x77fe0000)
        ??? => ??? (0x6ba40000)
        ??? => ??? (0x6c200000)
        ??? => ??? (0x674c0000)
        ??? => ??? (0x6f5c0000)
        ??? => ??? (0x69ec0000)
        ??? => ??? (0x692c0000)
        ??? => ??? (0x63400000)
        ??? => ??? (0x66ec0000)
        ??? => ??? (0x70180000)
        ??? => ??? (0x4b0000)
        ??? => ??? (0x66e00000)
        ??? => ??? (0x6f200000)

What are these "???" ? How to solve this problem?