there is an easy way to build wxWidgets programs on windows:
1/ install Devcpp 4992

2/ use its webupdate to get all files that wxWidgets needs.
3/ create a wxWidgets in C:Bs, and set compiler/linker directorys to c:\dev-cpp\include and c:\dev-cpp\lib
4/ dont forget set linker options: wxmsw, uuid, ole32, wsock32, oleaut32, comctl32, advapi32, glu32, winspool,
winmm, odbc32, ctl3d32 (there may be something not use)
it's my way to build wxWidget, hope it helps you.