OpenLDAP is an Open Source LDAPv3 implementation (clients, libraries, and servers).
Compiling it for Windows on recent versions of Cygwin without any extra libraries is simply a matter of doing:
./configure --disable-bdb --enable-ldbm --enable-ldap \ --enable-passwd --enable-shell
And then replacing bdb with ldbm for the database type in /usr/local/etc/openldap/slapd.conf.