I found a bug in gst-inspect.c
You have to remove line 800 otherwise a memory is freed twice, which
Windows doesn't like (at least in Debug mode) :
g_free (query);
That should help :)
BTW I managed to compile glib by just doing this in a command line :
set DEBUG=yes
nmake -f makefile.msc
It helps to see what's going on inside glib...