I have installed GTK+ (specifically GTK3) via MSYS and MinGW on Windows. I now want to copy the GTK+ dlls to my application directory so that it can be run on a computer wit
You have some hints on the Windows page of the GTK website. This is the section named Building and distributing your application. It features a blog post about distributing a GTK application on Windows.
The solution proposed there is to create a MSYS2 package for your application, and then install it and all its dependencies (GTK among them) in a specific directory, so that you can redistribute the whole package.