This is a minimum working patch against the current SVN HEAD revision to use Comix on Win32.
I decided to place files that would normally be stored in /home/user/.comix in C:\Documents and Settings\User\Comix. Thumbnails are stored in C:\Documents and Settings\User\Comix\.thumbnails.
There still seem to be some problems related to non-ASCII-filenames, but I'm not exactly sure how GTK handles file name encoding on Windows.
Well, apart from that everything seems to be working just fine; the new 4.0 branch really is quite awesome. I had a lot more trouble when I last did this for 3.x.