I want to use GTK for user interface for C++ project. I do not know how to set development environment for it. I downloaded all-in-one bundle of gtk from http://www.gtk.org/download-windows.html How to use it with visual c++ 2008 ?
There are some old instructions here and here. You will probably have to adjust them for your needs.
GTK also has some email lists you could join to discuss this. The best lists for this particular question are gtk-app-devel-list@gnome.org or gtk-list@gnome.org.
There's also an irc channel, #gtk+ on irc.gnome.org. My experience there is you get either quick answers or no answers at all.
If you can, you might try switching from Visual C++ to mingw, which is a Unix/Linux like build system for Windows. Very few GTK developers use it on Windows, and almost all of those people use mingw.