Make sure you have installed windows-386 version of Go (for example: 1.3.3)
Install mingw and add C:\MinGW\bin to PATH. You can install mingw using mingw-get-setup.exe. Select packages to install: "mingw-developer-toolkit", "mingw32-base", "msys-base". CEF2go was tested and works fine with GCC 4.8.1. You can check gcc version with "gcc --version".
Download CEF 3 branch 2171 revision 1897 binaries: cef_binary_3.2171.1897_windows32.7z
Copy Release/* to cef2go/Release
Copy Resources/* to cef2go/Release