GNOME on Windows
This page collects information about obtaining, developing, building and packaging GNOME components on Windows
We recommend to use MSYS2, a self-contained free software environment like Cygwin.
"You can literally take a fresh install of Windows, an internet connection and the MSYS2 installer and without ever running another installer, be using things such as Git, Qt Creator, GIMP and blender within minutes. And when the next really bad security problem appears and is fixed in OpenSSL, you can rest assured that you will have that new version by doing "pacman -Syu" and all of your MSYS2-built software will use that fix."
You can download installer from https://msys2.github.io/
Please check nacho blog for more examples how to build and package your application on Windows.
You can install most of GNOME components just typing pacman -S package
For example you can get GTK+-3 and all its dependencies with pacman -S mingw-w64-x86_64-gtk3 for 64-bit installation, pacman -S mingw-w64-x86-gtk3 for 32-bit.
Module specific pages