Assuming that you installed the GNAT FSF build for GPSStudio form the Github Alire-dev site, you need to install (unzip in this case) also the GPRBUILD and GNAT releases. These last two contain Gprbuild and the various GNAT tools (Gcc!) needed to create Ada programs. As for Gtkada, you must either fallback on the latest self-installing exe (2021 I think) or build Gtkada from source. In the latter case you need the MSYS2 environment.
See also this post Building Gtkada. Good luck!