srand48/drand48 are part of the single Unix specification, so you're (almost) right. Linux is not Unix, but close enough
However, as it's only a library function, there is a chance that Cygwin includes it... MinGW pretty sure doesn't, I'm quite certain.
What you can do to get it working is to either replace drand48() with the normal rand() function (and similarly for srand()) via a #define hack, if you can afford having a lower quality random number generator, or you have to provide that missing function yourself.
Chances are that if whatever project you try to compile is cross-platform and it already includes a drand48.c file. If it doesn't, you can find an implementation via Koders or Google code search. Compile that file, and link it. In principle, you can use any PRNG function, as long as you keep the function's signature intact.