I've downloaded curl both for Windows and for Cygwin directly from the source, https://curl.haxx.se/download.html, but have not seen the libcurl.pc file in either of them

You've downloaded the Curl source - but you won't get a libcurl.pc (or an actual Curl library) until that source is compiled.
One alternative is to install a Curl library that has already been built.
UPDATE: Correcting myself, it's possible that this is what you've already done, but that the pc file is not provided.


Unfortunately, huck's suggestion of (sudo apt-get install libcurl3-dev) is not going to help much on Windows and Cygwin.
For Cygwin, there should already be such a library available for installation using setup.exe.

For Windows (Active Perl and Strawberry Perl) you can install the LWP-Curl-0.14 module via PPM:

ppm install http://www.sisyphusion.tk/ppm/LWP-Curl.ppd --force
[download]

URI is a prerequisite. If you don't have that module installed you can install it with either:

cpan -i URI
or
ppm install http://www.sisyphusion.tk/ppm/URI.ppd --force
[download]

Installing with PPM means that you don't have to bother installing the Curl library.
LWP::Curl PPM packages for perl-5.26 have not yet been built and uploaded, but I can rectify that fairly smartly if necessary.

If you really want to build the module yourself, start with installing the Curl library, and set the PKG_CONFIG_PATH environment variable to the location of libcurl.pc.
And get back to us with any issues that arise.

Cheers,
Rob