In order to build GTK+OSX you will need the Apple Developer Tools, which are downloadable for free from http://developer.apple.com
Build in the following order, via Project Builder or XCode.
1) glib-1.2.10/mac-project-builder/glib.pbproj
2) gdk/gdk.pbproj
3) gtk/gtk.pbproj
The framework targets build directly into /Library/Frameworks.
Next you can build gtktestthing/gtktestthing.pbproj to see an example app.
Also, you can place the gtk-config and glib-config scripts somewhere on your PATH to build apps from the command line.
See Building GTK+ Applications for more information