Is there an MS Visual C++ project I can use to build Coin?

Yes. We have now developed a system that uses the Autoconf/Automake build system to auto-generate a Microsoft Developer Studio project and workspace file for building the Coin library. This setup is included with the source code under the directory build/. You therefore do not need Cygwin to build Coin any longer.

If you want to generate the .dsp file directly from the source repository yourself, see the file INSTALL about the --with-msvcdsp configure option. For this you need Cygwin installed.