For 64-bit build:
Install Gtk2 in MSYS2
$ pacman -Sy mingw64/mingw-w64-x86_64-gtk2

Install pkg-config.exe
$ pacman -Sy mingw64/mingw-w64-x86_64-pkg-config

Add pkg-config.exe to PATH:
set PATH=%PATH%;D:\msys64\mingw64\bin

set PKG_CONFIG_PATH=D:\msys64\mingw64\lib\pkgconfig

Install ExtUtils::PkgConfig (and ExtUtils::Depends if it's not already installed)

###########
Glib-1.3293
###########
Hide (by changing '.a' extension to '.a_static') for following libs:
 "D:\msys64\mingw64\lib\libgobject-2.0.a"
 "D:\msys64\mingw64\lib\libglib-2.0.a"
 "D:\msys64\mingw64\lib\libintl.a"
 "D:\msys64\mingw64\lib\libgthread-2.0.a"
And create a copy of the corresponding import ("*.dll.a") libs
with the ".dll" removed from the name.

Run 'perl Makefile.PL', 'gmake test', 'gmake install'.
(All tests passed for me.)