cygwin gtk+ eclipse on windows Gtk-WARNING cannot open display

[newusergtk+ <evenu38 gmail com>]

Hello, i installed cygwin, gtk+(available with cygwin) and eclipse on Windows
xp.

I'm trying to run a simple gtk+ application available on the site
www.gtk.org .

I have been able to compile my gtk+ program using Eclipse without errors but
when I run it the console says "Gtk-WARNING **: cannot open display:" and
hence my application does not display. 
Can anyone point me in the right direction?

Thanks very much,
Loredana    :D 
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