gtk-rs has a book[1] which has setup information for windows. The install was easy on windows following the instructions. I have yet to build an app with GTK4 so I can't comment on the writing and building of apps just yet.
I followed those as well but changed to whats in the gtk-rs book
A word of warning: before you start, if you choose to go down the MSVC path, you have to uinstall msys2 and remove msys from your environment paths. If the Meson build find msys2 in your environment path variable, it will try to build using msys2.
[1] https://gtk-rs.org/gtk4-rs/stable/latest/book/