The PHP-GTK Community site has pointed out a work-in-progress guide to compiling PHP-GTK2 from Bob Majdak:

This document does not care about what distribution you use, these instructions will work on all shapes of Linux, FreeBSD, or Solaris. It is up to you to translate any line into the required line for your distribution. I will however tell you right now, if you are on Ubuntu and never done this before, you are missing pretty much every package you need.

There is one platform that there's not instructions for, though - Windows. All of the other major platforms are presented. Tools needed to compile your own setup include Autotools, the usual make tools, GTK+, a recent version of PHP (5.2 or higher) and LibGlade.