You do indeed need to load the correct GPIO driver module for your hardware. You may also need to load it manually (by naming it in /etc/modules) if it doesn't get loaded automatically (some don't because they're not "plug-and-play").
Lack of GPIO modules loaded into your running kernel is the reason why you don't have a /sys/class/gpio directory.
From the bootup messages you quoted, the correct module is probably gpio_ich. But only testing will tell for sure.
I use the gpio_ich module, so for comparison purposes, here are some details of my system. I haven't tested my GPIO pins, but my system's definitely closer to working than yours, so this should get you closer.
$ modinfo gpio_ich
ERROR: Module gpio_ich not found.
This is because my gpio_ich is statically linked in to my kernel, for a tiny bit faster bootup. I recommend you build it as a module, in which case the above command will succeed (unlike in my case) and will show you the module's parameters if any.
$ ls -l /sys/class/gpio/
total 0
--w------- 1 root root 4096 Jul 14 16:12 export
lrwxrwxrwx 1 root root 0 Jul 14 16:12 gpiochip195 -> ../../devices/pci0000:00/0000:00:1f.0/gpio_ich/gpio/gpiochip195
--w------- 1 root root 4096 Jul 14 16:12 unexport
$ dmesg|fgrep -i gpio
gpio_ich: GPIO from 195 to 255 on gpio_ich
lpc_ich: Resource conflict(s) found affecting gpio_ich
it87: VID is disabled (pins used for GPIO)
The first message is the module initialising. Lack of this is a show-stopper. I don't know whether the Resource conflict(s) stated on the second line are a problem or not (I suspect they are due to the re-use of pins stated on the third line, so are not a problem).
Good luck!
