Unfortunately, pkg-config does not come with OS X by default. Here are some notes on how to compile from source. It assumes that you have Xcode installed.
cd some-place-with-source-files
curl -O http://pkgconfig.freedesktop.org/releases/pkg-config-0.28.tar.gz
tar xfz pkg-config-0.28.tar.gz
cd pkg-config-0.28
setenv CC /usr/bin/cc (for tcsh)
export CC=/usr/bin/cc (for bash)
./configure --prefix=/usr/local CC=$CC --with-internal-glib
make
sudo make install
./configure --prefix=$HOME/someplace/in/my/path CC=$CC --with-internal-glib
make
make install