How to compile & use GLib with MinGW

I want to use the Gnome GLib in a Windows environment using the free MinGW compiler to develop in C. The problem is, I have absolutely no idea how to compile this library. Would any of you please explain what tools are needed to accomplish this and what instructions need to be followed?

What are the four steps of compiling?

The compilation process can be divided into four steps, i.e., Pre-processing, Compiling, Assembling, and Linking. The preprocessor takes the source code as an input, and it removes all the comments from the source code. The preprocessor takes the preprocessor directive and interprets it.

GLib is available pre-compiled for Windows and has been for ages: http://www.gtk.org/download/windows.php.

You need to use MSys, it is downloadable from MinGW site. Using MSys you will be able to build GLib: http://www.mingw.org/wiki/Bootstrapping_GLIB_with_MinGW