As I got no help, I am progressing slooowly. My wxwidget issue is quite solved. Actually Visual failed to build a couple of files in the DLL mode. No problem, I'll use Static ones. I'll fix the DLL issue later.
I still have a question to VC users: which debugger are you using and where can I find it?
Using Visual express integrated one is definitely not convenient!
Many thanks for your answer.