Does the end user need to install the dependencies to run a GTK + program?

I'm relatively new with GTK C++ and building software in general. My question is about the end user of a software with GTK in Windows. In the documentation it says: "end-users do not need to worry about how to install GTK itself."

But at the end of the documentation it says: "To run GTK programs you will also need:" + several dependencies.

My question is obvious. Does the end user need to install those dependencies by himself? If so : How can I create an installer that installs(or incorporates) those dependencies, if they are not installed?

Thank you very much in advance.