there's also a share directory in the 7z zip file !!!
Easiest thing to do, Is to manually install MingW (I am talking Windows here, check the wiki on how to do that), for example in C:\MingW. So you have the compiler and other tools seperate from CB (in RC2 they are in in a subdir of CB, if you downloaded the package including MingW).
And then it is as easy as extract the nightly in some directory, copy in the wx dll, and you are ready to go, CB will detect MingW and off you go.