Have you tried to test the wxwidgets .dll on it's own with a minimal test program? Compile the .dll, compile a small program that uses that dll and just opens a window, maybe makes a few buttons, and waits to close. That's it. Once you have wxwidgets working with that test program then try to try it with C::B?
Also, you don't have old wx .dll file(s) sitting in like your C:\Windows folder where they might override anything new you might compile do you?
I see on wxWidgets'
download page that only source is provided for Windows so you'll have to compile it at any rate.
Also, your include folders (for .lib and .h, etc) are set up correctly for wx in your compilation environment? The includes are not mis-matched, as in you aren't using a .h file from one version and attempting to use the corresponding .dll from another version with that .h file?