Well in short, you should follow compile instructions which come with VTK distribution. Only thing you should change is in CCMAKE configuration. In Advance view disable VTK_USE_VIDEO_FOR_WINDOWS option. That way you will not get compile error messages complaining about missing constants. There is mailing list discussion about this issue. VTK developers say that this is related to minGW (cygwin) header files so problem should be reported with minGW developers. In same mailing list thread is solution where you should edit VTK sources defining missing constants (I do not know does this solution work).