It is a warning caused by Android.mk being set up to build both shared and static libraries. You are probably calling this:
and cocos2dx/Android.mk includes both LOCAL_EXPORT_LDLIBS and LOCAL_LDLIBS
In most cases, you can ignore this warning, if the rest of the build works. You could modify Android.mk to make it go away, but that would reduce the flexibility of the cocos2d-x build files.
Note that this warning was (I think) introduced in NDK9.
Also, why are you using Cygwin? You don't need to do that. Cygwin is evil