Missing dependency on a foreign library

I tried to install the package with CygWin on Windows 10 and got the following error:

```
Determining GHC version: 8.0.1
cabal.exe: Missing dependency on a foreign library:
* Missing C library: HSrts-ghc8.0.1
This problem can usually be solved by installing the system package that
provides this library (you may need the "-dev" version). If the library is
already installed but in a non-standard location then you can use the flags
--extra-include-dirs= and --extra-lib-dirs= to specify where it is.
cabal: Leaving directory 'C:\Users\Manfred\AppData\Local\Temp\cabal-tmp-1208\call-haskell-from-anything-1.0.1.0'
cabal: Error: some packages failed to install:
call-haskell-from-anything-1.0.1.0 failed during the configure step. The
exception was:
ExitFailure 1
```

With the use of Cygwin i solved the problem with the configure script in issue #13.
Where is the location of this HSrts-ghc8.0.1 library by default?