pkg-config is a tool used to retrieve meta information about
installed libraries, such as compiler options that were used to build
the library.
Presumably you don't have the program installed :) — so you might want to
consider building it (or try to find a precompiled version) before
continuing with the rest of the build process of Math::GSL. It's supposed to work on Windows, too.
pkg-config looks for .pc files (simple text files, which hold the desired meta info) in certain directories,
e.g. as specified in the environment variable PKG_CONFIG_PATH
(typically something like /usr/lib/pkgconfig and/or
/usr/local/lib/pkgconfig (on Unix)). In your particular case, a
gsl.pc file should have been created (from a template
named gsl.pc.in) during the build process of the GSL library.
You might want to check whether you do have it, before wasting any time
on installing the pkg-config tool... Good luck!
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