You give little information. It seems like Hydra is some package that is pre-compiled for Cygwin? And when you run Hydra with `-x`, it gives you the error message?
If this is the case, then the creator of the Cygwin package for Hydra did not have the `math.h` C header file available when it has been compiled. That is rather odd, perhaps the `-lm` linker flag for GCC was missing. So this is something that you need to take to the package maintainer in Cygwin.
In case that you have compiled it yourself, it is really strange that you have a C compiler which does not ship with `math.h`.
If you have installed it via a package and you need this to run on Windows, you might have to install the dependencies and compile Hydra yourself.