EDIT: Now I can see the screenshot. That is an issue with cygwin that doesn't load properly for some reason. If I remember correctly that can sometimes happen if some weird anti-virus / security software (like the ones on this list: https://cygwin.com/faq/faq.html#faq.using.bloda ) interferes with cygwin.
Can you try disabling your anti-virus (or any other software on that list) and try again?
But if you plan to use MKW Fun on Dolphin you might want to wait another month. The current (and older) version(s) of MKW-Fun don't work properly in Dolphin due to the way Dolphin handles the instruction and data caches. The next version will work around that and will work in Dolphin properly.
