Error while installing Perl package Term::ReadKey in Cygwin

I'm trying to use git via cygwin

Well, I used this command to clone the svn content to a local git repository:

git svn clone svn://path/to/my/project --username myuser

Git was returning:

Authentication realm: <svn://path/to/my/project>
Password for 'myuser': Can't locate Term/ReadKey.pm in @INC (@INC contains: /usr/lib/perl
/site_perl/5.14 /usr/lib/perl5/site_perl/5.14/x86_64-cygwin-threads /usr/lib/perl5/vendor_perl
/5.14/x86_64-cygwin-threads /usr/lib/perl5/vendor_perl/5.14 /usr/lib/perl5/5.14/x86_64-cygwin-   
threads /usr/lib/perl5/5.14 .) at /usr/lib/perl5/vendor_perl/5.14/Git.pm line 565.

Google said I should use the perl shell and that's what I did:

perl -MCPAN -e shell

After the shell initiation I should install the Perl Term ReadKey package:

install Term::ReadKey

And now my problem appeared, the installation of the Term::ReadKey package failed with this error message:

gcc -c   -DPERL_USE_SAFE_PUTENV -U__STRICT_ANSI__ -fno-strict-aliasing -pipe -fstack-protector 
-DUSEIMPORTLIB -O3   -DVERSION=\"2.32\" -DXS_VERSION=\"2.32\"  "-I/usr/lib/perl5/5.14/x86_64-  
cygwin-threads/CORE"   ReadKey.c
ReadKey.xs:3:20: fatal error: EXTERN.h: No such file or directory
#include "EXTERN.h"
                 ^
compilation terminated.
Makefile:327: recipe for target 'ReadKey.o' failed
make: *** [ReadKey.o] Error 1
JSTOWE/TermReadKey-2.32.tar.gz
/usr/bin/make -- NOT OK
Running make test
Can't test without successful make
Running make install
Make had returned bad status, install seems impossible
Failed during this command:
JSTOWE/TermReadKey-2.32.tar.gz               : make NO

Google found this question, which is related to my problem: gcc not finding header file though its path has been included with -I
But the right marked answer is not helping.
I've installed all crypt libs in cygwin, cygwin-GCC and Make are installed from the beginning and it is still not working.

Would be cool if anyone could help me, thanks.

Edit:

find / -iname "*EXTERN.h*"

returns

/lib/perl5/5.14/x86_64-cygwin-threads/CORE/EXTERN.h
/usr/lib/perl5/5.14/x86_64-cygwin-threads/CORE/EXTERN.h