If you're using Woody, you may be using the latest pkg-config available to that branch of the distro (0.11.0-0.1), but you may not be using the latest version available to the distro as a whole (0.15.0-4, available from Sarge or Sid repositories).
Nothing said about which version of Gaim you're using-- unless it's the very latest (0.82.1-1, available again in the testing or unstable repositories), you won't be able to connect to Yahoo no matter what you do, as Yahoo has recently changed their protocols several times in an effort to keep third party clients (meaning clients other than their own, such as Gaim, or Trillian under Windows) from connecting to their network. There have been three or four updates to Gaim in the past few weeks, just to keep up with these protocol changes.
So your problem may or may not be solved by upgrading pkg-config (rather than Gaim as a whole), but you basically have two choices:
Look for an unofficial repository that backports Sid packages to Woody on http://www.apt-get.org/
, add that to sources.list and install the necessary packages that way;
Upgrade to Sid (or Sarge, but Sarge doesn't get as many security updates as Sid).
And no, you don't have to put any glib files in the Gaim folder; Gaim will find them where they are normally installed.
Hope this helps.