I found a way for windows ... I post it here ...
1] download and install CB & MingW [codeblocks-10.05mingw-setup.exe]
    NB to easily compile WxWidgets I installed CB in "C:\CodeBlocks" instead of c:\Program Files
2] download and install wxMSW [wxMSW-2.8.12-Setup.exe] from 
http://www.wxwidgets.org/downloads/    NB to easily compile WxWidgets I installed wxMSW in C:\wxWidgets-2.8.12
3] move to "C:\wxWidgets-2.8.12\build\msw" and create a batch file as following (monolithic lib no dll for release)
    path C:\CodeBlocks\MinGW\bin
    C:\CodeBlocks\MinGW\bin\mingw32-make -f makefile.gcc BUILD=release MONOLITHIC=1 RUNTIME_LIBS=static SHARED=0
4] launch the batch file and wait until the libs are built [C:\wxWidgets-2.8.12\lib\gcc_lib]
    (if you need also debug build just rebuild with "BUILD=debug" option)
5] then launch CB and 'create a new project' wizard with wxWidgets
    - select wxWidgets 2.8.x
    - select title and dir for the project
    - select gui wxSmith and Frame based
    - select wxWidgets' location  "C:\wxWidgets-2.8.12"
    - select Release configuration (or Debug if you have built with Debug option)
    - select only "wxWidgets is built as monolithic library"
6] in Project 
         Build option
            Compiler Settings
              Other Options
    delete "-mthreads" option
7] in Project 
         Build option
            Linker Settings
              Other linker Options
    delete "-mthreads" option
    add "-static-libgcc" option
that's it!!! 

Hoping this could help... 

PS thanx to 
http://dev.arqendra.net/#cbnb where I got some good advice...