How to build PX4 firmware for px4fmu-v2_lpe target

PX4 Autopilot Flight Controllers 💻
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I am using cygwin to build the target.

$ make px4fmu-v2_lpe

I got the following error.
/bin/sh: line 0: cd: /cygdrive/e/Dw/px4f/Firmware/build_px4fmu-v2_lpe: No such file or directory
make: *** [Makefile:145: px4fmu-v2_lpe] Error 1

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