Having cygwin and the needed packages installed you can run it as following:  
flex lexer.l  
gcc -o steemit lex.yy.c  
rm lex.yy.c  
./steemit input_file
which do the following:  
-Compile the Flex code into C-code (lex.yy.c)  
-Compile the C-code the final executable (steemit)  
-Remove the file lex.yy.c  
-Run the lexer for the file "input_file"  

You can use any example from "Simple C Language"