You need to install the libncurses-devel package for your system to get the
appropriate [n]curses.h header. It's probably a bug that gdb_curses.h doesn't
at least emit a warning if it doesn't find any header at all, since as you
have seen tui-data.h relies on it critically for the definition of WINDOW.
(I just ran into this exact same problem on cygwin, although in my case a
busted symlink was responsible for configure not finding ncurses.h;
reinstalling the ncurses-devel fixed it.)
Can't think of a witty .sigline today....