Install LablGTK

[ocamlBeginner]

Dear all,
I have got a problem which I don't known to resolve. I'd like to write some application use lablgtk, I installed lablgtk from Cygwin in "C:/cygwin". It's done. And I install Ocaml v 3.10.0 mgw.exe in "C:/ProgramFiles/ Objective Ocaml". But when I compile file helloworld.ml, I get a message "Unbound module Gmain".
I really don't know to fix  it.
Plese show me how to because I'm newbie of Ocaml. Thanks a lot