This is the place for all problems as long as it is somehow related to CoCoA 5.
How can I compile and use the library on Windows
Please read the CoCoALib and Cygwin FAQ where you find instructions how to setup the build environment, the needed libraries and the CoCoALib itself in great detail.
How can I compile and use the library on MacOSX
Apple provides a set of development tools which among other things provides a version of the gcc and a development environment called Xcode. Some information about Xcode can be found in this wikipedia article or at the Apple Xcode information page. The version of the gcc shipped with the development tools of MacOSX 10.3 and 10.4 compiles the CoCoALib just fine.
The CoCoAServer can be build on Linux, MacOSX, Unix. On Windows the Cygwin-tools are required, neither MinGW nor the Microsoft compilers can build the CoCoASever due to lack of an implementation of the fork() call. This will be fixed at some point in the future. Another possibility on Windows is the Microsoft SFU (Services for Unix) package, but since we do not have access we cannot test the build. Microsoft plans to integrate SFU into Windows Server 2003 R2, so let's see what the future holds.
For a list of know bugs check out the CoCoALib_Buglist. If you have found another bug that is not on that list please consult Reporting_Bugs and if you feel like debugging check out Debugging_CoCoALib if you feel like fixing the problem.