1. Only very old and outdated versions of mkvmerge are made with cygwin. All latest versions, and since several weeks already, are compiled with mingw and dont require external DLLs.
2. Latest mkvmerge ( 0.7.0 ) is out since a couple of days now, and Mosu integrated its own GUI to it ( he called it mmg also, which i find confusing

) , get it
here , or to be more specific,
here
Very unfortunately, SirElvis, the developer of the first mmg version hosted on corecodec.org as a
project has not been since almost one months now

.....
3. As stated in another thread here, vobsub subtitles are working now in a non-public alpha of mkvmerge, but there are no working DirectShow filters for that yet.
Stay tuned