because pygtk-demo does not work unless you edit the startup script i made a fix.
open pygtk-demo in /mingw32 or /mingw64 bin and change
pygtklibdir = os.path.join("/mingw32/lib", "pygtk", "2.0")
or
pygtklibdir = os.path.join("/mingw64/lib", "pygtk", "2.0")
into
pygtklibdir = os.path.join(sys.prefix, 'lib', "pygtk", "2.0")
now it works :)
Fixed in python2-gtk-2.24.0-3