If you are unfamiliar with the tools mentioned in the SDK documentation, the following outside references may be helpful.
Cygwin
http://www.cygwin.com/
http://cygwin.com/cygwin-ug-net/
http://www.cygwin.com/faq.html
eCos
http://ecos.sourceware.org/docs-2.0/
Bash
http://shop.oreilly.com/product/9781565923478.do
http://www.gnu.org/software/bash/manual/bash.html
http://tldp.org/LDP/Bash-Beginners-Guide/Bash-Beginners-Guide.pdf
http://tldp.org/LDP/abs/abs-guide.pdf
http://www.gnu.org/software/tar/manual/
http://www.gnu.org/software/make/manual/