There are no royalties or other fees to be paid for use of software from GnuWin, and GnuWin does not impose licenses other than those that hold for the original sources. You may redistribute GnuWin programs, e.g. by bundling the binaries with other software and distributing these as a single work, e.g. on a CD-ROM. It seems fair that when you redistribute programs from GnuWin develop your own programs using libraries from GnuWin, you clearly document the origin of the programs and the libraries inside the package as well as on the website where the package is distributed or sold. If you sell GnuWin programs or programs developed using libraries from GnuWin, you might consider making a donation to the GnuWin project.
Read carefully the copyright or other licenses included in the
package; usually in the directories
src. For example
if the license of a package is the GNU General
Public License (GPL), you MUST provide the source code of any program you
have made with the help of this package. Other licenses may have
similar clauses. Some licenses, e.g. the GPL, also have a clause that if you
demand a fee for the programs, anyone who has paid the fee, may redistribute the
programs for free. This right to free redistribution may even hold for programs
that have been developed using libraries from GnuWin!
The open source license used most often, as measured by the use of licenses on Freshmeat, is the GNU General Public License (GPL). Some other licenses are the GNU Lesser General Public License (LGPL) and the BSD License. More open source licenses may be found at the Open Source Initiative.
Does the use of GPL'ed DLLs from the GnuWin project in your program need you to release your program under GPL too?
There seem to be two different strands of opinion. The FSF holds that dynamic linking creates a derivative work, and so any program designed to run with a GPL-ed DLL, must be GPL itself; see http://www.fsf.org/licenses/gpl-faq.html. The only exception they make is for DLL's that come with the compiler and the kernel, such as the MS VC run-time DLL's; see http://www.fsf.org/licenses/gpl-faq.html#WindowsRuntimeAndGPL. On the other hand some OpenSource lawyers hold that dynamically linking does not make your program GPL; see http://www.nusphere.com/products/library/gpl_0401openmag.pdf and the discussion in http://www.linuxjournal.com/article.php?sid=6366. There is no doubt that programs that link dynamically to DLL's from libraries with the LGPL or with the GPL with special provisions, are GPL free if you decide so.