I have reloaded the whole Cygwin from scracth (it had LilyPond 2.6.1),
then I followed your link for an upgrade to 2.6.4. Everything went
smoothly. But when I process any page, for example page-layout.ly,
the PDF file shows the notes and staves correctly, but it looks like all
the text is missing; only a few single letters like s, m, r, and mp,
scattered all around.