Some kind of GTK developer's library is needed, but I am not sure which one. For example, when I use "make menuconfig", I must have libncurses5-dev installed. I would suggest some kind of package like (the name may be wrong, but as a general idea) libgtk-dev.make gconfig never works on ubuntu 12.04 LTS whatever I do. Has anyone tried it?
I have also asked a question Trouble using `make gconfig` in ubuntu linux in 'Unix and Linux' on StackExchange website with details of my problem. No working answers so far
Try installing libglade-2.0 or the whole Glade system.