GTK on Windows
Gtk, Gtkmm and Glade are typically distributed with an installer for Windows. That's probably the recommended way of getting everything in the right place. In particular:
gtk-dev gtkmm-win32-devel glade
If you have downloaded the three packages then install in this sequence. Otherwise, gtkmm will ask permission to download the gtk-dev install automatically.
Glade (the application) doesn't have a real installation procedure. Just unzip the files provided. The three packages are made to be installed one on top of the other and they can share the same folder (e.g. somewhere/GTK).