I modified the mkfiles.pl script to take an argument of either -d or --debug
if you want to compile the program with debugging symbols enabled.
./mkfiles.pl
make -C windows -f Makefile.cyg putty.exe
make -C windows/cthelper -f Makefile
size windows/putty.exe windows/cthelper/cthelper.exe
Then you will need to copy windows/putty.exe and windows/cthelper/cthelper.exe to the same directory.