I am looking at this webpage
http://mathieu.carbou.free.fr/wiki/index.php?title=Glib_for_Win32
And it tells me I need to run the following commands.
I find that the 'configure' file is found in
C:\MinGW\share\libtool\libltdl
After adding the above path to PATH, I was able to run configure -h. I am very new to this environment so I am not sure it works, but the man page was generated.