pkg-config and Windows

[Johny]

I have a program that needs to be installed with setup.py. But there
is a problem when I am trying to install the program with setup.py in
Windows. When I try to install with

python setup.py install
it goes like this

C:\>python setup.py install
running install
running build
running build_py
running build_ext
ERROR: Could not find pkg-config!

As you can see
the installation finishes with the error:
Could not find pkg-config!

Is there any way how to find out pkg-config in Windows?
or how to solve the problem?
Thanks
L.