Gnome panels can be created and attached to one of the four sides of your desktop in the Panel Properties (right click on panel), the Panels Properties however lack any way to move a panel over to a second monitor when you use a setup with multiple monitors, so it looks like the functionality is missing. Except it is not. Gnome panels can be moved to a second monitor by holding the Alt key (or Super or something else depending on your configuration) and then click & dragging the panel around.
That's not all, the Window List applet is even clever enough to show only those windows in its list that are actually on the current screen. But again, that functionality isn't even hinted at when looking at the Window List Preferences and only comes into play when you create two Window List applets, one for each of the screen. If you only have one applet it will show all the windows from all screen. If you have two, the first will switch to show only windows from your first screen, while the second will only show windows from the second screen. If you add a third it will continue to show things from the second screen (assuming adding a third screen would change that).
So, long story short, looks like Gnomes multi-monitor support is actually a bit better then expected, but the Property dialogs do little to make those capabilities obvious.