Pre-compiled did not work for me, so I decided to build my own libraries as suggested in the first reply. I use GCC 4.7.1 and the build was pretty easy with no problems following also the tutorial found here:
http://wiki.wxwidgets.org/Compiling_wxWidgets_with_MinGWEverything perfect, just needed to copy and paste a couple of dlls in the release folder when trying to run the app outside the IDE.
If I try to build the libraries differently, with other options such as dynamic but monolithic, or static multi-lib, codeblocks reports an error when trying to create the project, saying that it cannot find a correct configuration in the folder provided. For example if I build the libraries with MONOLITHIC=1 and then select monolithic in the wizard codeblocks reports the error that I have just tried to explain. The libraries always build correctly with the options I want, but when codeblocks is instructed to use a different specification from Dll and unicode, it cannot find the right configuration.
Link for other flags:
http://wiki.wxwidgets.org/WxWidgets_Build_ConfigurationsCommands to build the libraries;
make -f makefile.gcc MONOLITHIC=1 CXXFLAGS="-fno-keep-inline-dllexport" SHARED=1 UNICODE=1 BUILD=release
make -f makefile.gcc SHARED=0 UNICODE=1 BUILD=release
make -f makefile.gcc SHARED=1 UNICODE=1 BUILD=release
Only the last one works, unfortunately.
Thank you for your interest.