PKG_CONFIG_PATH=/path/that you want to add
You should figure out why that is not in the PKG_CONFIG_PATH (not installed or not installed correctly) before you add it to that variable. If you must do that try below:
export PKG_CONFIG_PATH=$PKG_CONFIG_PATH: /path/to/sigc++
The way peacebwitchu suggested would clobber any paths perviously set. The way above preserves these paths.