I got this error while (re)building, using cygwin make.exe version :3.81.
Error : *** target pattern contains no `%\'.
rollback to make 3.80 (Geant4)
cd /usr/bin
mv make.exe make_381.exe
wget http://geant4.cern.ch/support/extras/cygwin/make.exe
chmod +x make.exe
install libintl2 from cygwin setup for the required cygintl-2.dll
libintl2
cygintl-2.dll