> Why doesn't it work on Windows? Is it dependant on the use of the windows
> compiler tools?

Well, the replay debugger for Caml relies on the Unix system call
fork(), which Windows doesn't implement natively.

> Would it be possible if we use Cygwin tools?

Yes, because Cygwin provides an emulation of fork().  Actually, the
working version of the OCaml sources include a Cygwin port where the
debugger works (apparently).  If you feel like beta-testing, you can
get it from http://camlcvs.inria.fr/.  The next release of OCaml will
include Cygwin binaries.

- Xavier Leroy