If you're using a distro like Mandriva, you likely need to install the development package for libgnomeui. It will be called something like libgnomeui-dev or libgnomeui-devel.
PKG_CONFIG_PATH is an environment variable that tells the pkg-config program where to look for metadata files (*.pc files). If things get installed in 'standard' locations, you won't need to set the PKG_CONFIG_PATH variable. If you have something installed in a non-standard location, then you will. For example, if you had libgnomeui installed in your home directory you could
when installing trackpoint.