including the welcome project, I get the same "Cannot find include file <iostream>," or any other include file.
I have set the environment variables as instructed, and I have also set the proper include directory by right-clicking the Header Files folder in my project > Properties > C++ Compiler > Include directories and setting it as "C:\cygwin\lib\gcc\i686-pc-cygwin\3.4.4\include\c++"
Code:
#include <iostream>
which says Code:
cannot find include file <iostream>
I select debug -> Debug main project
The following window opens
"Resolve Missing Native Build Tools"
The "Resolve Missing Native Build Tools" message leads me to believe you don't have the actual C++ compiler installed or NetBeans doesn't have any directory to search for them (it should use your PATH variable, but I don't know what NetBeans does exactly since I've never used it).
Did you download "gcc-g++" or whatever the package name is for Cygwin?