This page describes the windows developer enviroment setup to create bundled .exe to install GTK/PtGTK.
Right now, in order to setup a PyGTK dev enviroment in windows, you need to install the following packages:
And then, you need to work even more if you want fancy things like Gazpacho or Kiwi. So, we have to install at least 3 packages. Here we'll try to document how to build an bundled package with all you need.