What to do with all the GTK+ library files in Win32
Lots of files are helpfully provided here: http://www.gtk.org/download/win32.php
Not bad Win32 support for a GPL, but as is typical, they don’t tell you what to do with them.
What you do is open the zip files, and merge them with the folders in your MinGW directory. The best way I found to do that is to move the zip file to my mingw directory (in my case, C:\Qt\4.7.1\mingw), and then use Windows’ “Extract all…” feature, which will offer to merge the directories automatically.
One more wrinkle: the “Dev” versions are necessary to build code using the libraries; the “Run-time” versions are necessary to actually execute the program. Both need to be installed as described above.