When searching for help on how to install certain pieces of software from by compiling from source (such as gDesklets and XMMS), the answer seems to be that I need to have devel packages for gtk and glib and pyorbit (among others). However, these packages aren't listed as requirements for installation. What exactly are devel packages, what do they do, why do I need them, and if I truly need them to install the software, why aren't they listed as a requirement?

devel packages aren't listed as requirements because they are a distribution contrivance.
that is to say that when you compile and install from source code you get the whole nine yards
including anything that would be needed later for developement.
Distributions divide packages in two for reasons known only to the person who started it in 1983 or whenever. It's just something you have to put up with even though it makes no sense whatsoever.
Or you could write your congressman -- camp out next to the presidents ranch -- or do whatever else it would take to get the strange practice changed.