How to get Cygwin compiled app to run in windows.

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Consider the following code:

#include <rap.h>

int main()
{
    CLIENT *clnt = NULL;
    clnt = clnt_create("192.168.1.2",300456,1,"tcp");
    if(clnt==NULL)
    {
        clnt_pcreateerror("Client was not created!\n");
        return(1);
    }
    return(0);
}

This will run fine in a Cygwim terminal window but when I try to run it in the cmd.exe window (or simply double click the icon) it returns:

: RPC: Unknown protocol

edit: How can I read the results from the 'return' functions (1,0) in windows. Eventually I would like to use this as a library function in non Cygwin generated code.

I apologize for asking this question a second time but I have a better understanding of the situation now.