How can cygwin support pthread?

[crazyyao]

I wrote a program to download files with threads.
When it ran on Linux, it ran well.

I can find pthread.h in cygwin but I can't find libpthread.a.
I compiled my program, it's ok. But when I ran it, it reported
there's something wrong when creating new sockets.

I haven't check my program yet. But I wonder whether cygwin can support
pthread and how it can.

Thanks.

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