First up, are you sure you are not confusing "file" and "folder"? /etc/conf.d is a folder, ie /etc/conf.d/*.*
Are you trying this from your Arch install under VM, or one of your Arch-based Distros?
I have swung into Swagarch, where I am building (slowly, snails run at Ferrari-like speeds compared to Wiz) an Arch under VM.
Heres a pic
BUT (you know there is always a but with the Wizard

)
... when I installed gpm, nothing went to /etc/conf.d , but rather some stuff was diistributed to /var/lib/pacman, and the executable gpm file found its way to I think /usr/bin .
Doesn't matter either way, as it is in our path, so from the console within the VM, I was able to type the first command under Arch's instructions
Code:
# gpm -m /dev/input/mice -t help
and got the following
... so it appears to be working at least in the initial stages.
I have to go but I will check out some more of what Arch have to say and see what I come up with, next day or two.
Cheers
Wiz