Successfully did:

$ gunzip Python-3.6.0b1.tgz
$ tar xvf Python-3.6.0b1.tar
$ pushd Python-3.6.0b1
$ ./configure --disable-ipv6 --with-optimizations

However, when trying to do:

$ make profile-opt

I get:

...

gcc -Wno-unused-result -Wsign-compare -DNDEBUG -g -fwrapv -O3 -Wall -Wstrict-prototypes    -std=c99 -Wextra -Wno-unused-result -Wno-unused-parameter -Wno-missing-field-initializers -fprofile-generate   -I. -IInclude -I./Include    -DPy_BUILD_CORE  -c ./Modules/signalmodule.c -o Modules/signalmodule.o
In file included from Include/Python.h:85:0,
                 from ./Modules/signalmodule.c:6:
./Modules/signalmodule.c: In function 'fill_siginfo':
./Modules/signalmodule.c:960:60: error: 'siginfo_t {aka struct <anonymous>}' has no member named 'si_band'
     PyStructSequence_SET_ITEM(result, 6, PyLong_FromLong(si->si_band));
                                                            ^
Include/tupleobject.h:62:75: note: in definition of macro 'PyTuple_SET_ITEM'
 #define PyTuple_SET_ITEM(op, i, v) (((PyTupleObject *)(op))->ob_item[i] = v)
                                                                           ^
./Modules/signalmodule.c:960:5: note: in expansion of macro 'PyStructSequence_SET_ITEM'
     PyStructSequence_SET_ITEM(result, 6, PyLong_FromLong(si->si_band));
     ^
make[2]: *** [Makefile:1731: Modules/signalmodule.o] Error 1
make[2]: Leaving directory '/home/Administrator/python/3.6/Python-3.6.0b1'
make[1]: *** [Makefile:511: build_all_generate_profile] Error 2
make[1]: Leaving directory '/home/Administrator/python/3.6/Python-3.6.0b1'
make: *** [Makefile:496: profile-opt] Error 2

Cygwin is an unsupported platform. It seems like Cygwin broke siginfo_t. The struct must have a si_band member, see http://man7.org/linux/man-pages/man2/rt_sigaction.2.html .

Re: Cygwin is an unsupported platform. 

Currently, from the contents of Python-3.6.0b1, one may be led to believe that Cygwin _is_ supported, e.g. - see the references to Cygwin in the README file:

$ grep -i cygwin README
On Unix, Linux, BSD, OSX, and Cygwin:
find out more.  On OSX and Cygwin, the executable is called python.exe;

cygwin used to be fully supported, but support broke because there was no one around that was maintaining it.  There has been renewed interest, and some progress toward fixing cygwin support (more help is appreciated), but it cannot be called a supported platform at the moment because there is no maintainer on our team and there is no buildbot.  There are hopes that both of these deficiencies will be remedied.

This issue is a duplicate of issue 21085, and there is a patch in that issue that has not been applied yet.

Can I apply http://bugs.python.org/file44208/3.5-issue21085-struct_siginfo-2.patch to 3.6 as is?

If you can't please report it on that issue.