I'm sorry, you can't do that.
WTL is C++, Pelles C is not.
In fact, WTL is ATL dependant. And ATL is licensed and only works against Microsoft compilers.
So you better stand away from WTL. If you're interested on a good library for Windows programming, don't care about portability and you understand lots of C++, my recommendation goes to Dev-C++ and SmartWin++ (google it)