Use this:
g++ ./gtk.cpp -o ./gtk -Wall `pkg-config gtkmm-3.0 --cflags --libs`
You need to add ` before and after pkg-config command.
pkg-config gives you flags for compiler and they have to be passed as compiler parameter (Output of pkg-config but not same pkg-config command).
Adding ` character cause pkg-config command output is added as parameter to compiler.
You can simply visualize this difference using echo:
$ echo pkg-config gtkmm-3.0 --cflags --libs
pkg-config gtkmm-3.0 --cflags --libs
$ echo `pkg-config gtkmm-3.0 --cflags --libs`
-pthread -I/usr/include/gtkmm-3.0 -I/usr/lib/x86_64-linux-gnu/gtkmm-3.0/include -I/usr/include/giomm-2.4 -I/usr/lib/x86_64-linux-gnu/giomm-2.4/include -I/usr/include/gtk-3.0 -I/usr/include/gdk-pixbuf-2.0 -I/usr/include/gtk-3.0/unix-print -I/usr/include/gdkmm-3.0 -I/usr/lib/x86_64-linux-gnu/gdkmm-3.0/include -I/usr/include/atk-1.0 -I/usr/include/glibmm-2.4 -I/usr/lib/x86_64-linux-gnu/glibmm-2.4/include -I/usr/include/glib-2.0 -I/usr/lib/x86_64-linux-gnu/glib-2.0/include -I/usr/include/sigc++-2.0 -I/usr/lib/x86_64-linux-gnu/sigc++-2.0/include -I/usr/include/pango-1.0 -I/usr/include/cairo -I/usr/include/pixman-1 -I/usr/include/freetype2 -I/usr/include/libpng12 -I/usr/include/gio-unix-2.0/ -I/usr/include/atkmm-1.6 -I/usr/include/pangomm-1.4 -I/usr/lib/pangomm-1.4/include -I/usr/include/cairomm-1.0 -I/usr/lib/cairomm-1.0/include -lgtkmm-3.0 -latkmm-1.6 -lgdkmm-3.0 -lgiomm-2.4 -lpangomm-1.4 -lgtk-3 -lglibmm-2.4 -lcairomm-1.0 -lgdk-3 -latk-1.0 -lgio-2.0 -lpangocairo-1.0 -lgdk_pixbuf-2.0 -lcairo-gobject -lpango-1.0 -lcairo -lsigc-2.0 -lgobject-2.0 -lglib-2.0