Support test compilation in Cygwin

* Building generates warnings-as-errors from unused-local-typedefs when building the tests. Pass -Wno-unused-local-typedefs to disable this warnings.
* The test executable won't link in Cygwin unless the references it needs are explicitly exported.
ExtractIdentifiersFromTagsFileWork test fails because the absolute path will be in Windows form. Skip it.
* Making ycm_core_tests only compiles .dll.a and we need the .dll as well. Make ycm_support_lib as well to create the DLLs.
* Cygwin executables look in the PATH for DLLs (since they are considered executables). Add YCM's python directory to PATH in the run test call.

This is 2, 5, 6, 7 and 8 in #866.

I am not a C/C++ developer, so any improvements on this are more than welcome.

I have already signed the CLA.