Here is my go env:
set GOARCH=amd64
set GOBIN=C:\Go\bin
set GOEXE=.exe
set GOHOSTARCH=amd64
set GOHOSTOS=windows
set GOOS=windows
set GOPATH=D:\GoWork
set GORACE=
set GOROOT=C:\Go
set GOTOOLDIR=C:\Go\pkg\tool\windows_amd64
set GO15VENDOREXPERIMENT=
set CC=gcc
set GOGCCFLAGS=-m64 -mthreads -fmessage-length=0
set CXX=g++
set CGO_ENABLED=1

After running go install ,the binary istalled in in $GOROOT/bin but not in $GOPATH/bin.The fact should be $GOPATH/bin.so i don't know why.