I have found a good way to set up
 wxWidgets3.1.1 develop environment in 
CodeBlocks 17.12 [windows ONLY].
- download CodeBlocks17.12 installer, please visit  https://sourceforge.net/projects/codeblocks/files/Binaries/17.12/Windows/codeblocks-17.12mingw-setup.exe/download
 - download wxWidgets 3.1.1 source code, please visit  https://github.com/wxWidgets/wxWidgets/releases/download/v3.1.1/wxWidgets-3.1.1.7z
 - download wxWidgets 3.1.1 compiled DLLs, please visit  https://github.com/wxWidgets/wxWidgets/releases/tag/v3.1.1, and click wxMSW-3.1.1_gcc510TDM_Dev.7z
 - install CodeBlocks17.12, after finished,please config the MINGW-G++ compiler binary directory in global environment variable PATH,such as: C:\code_blocks\MinGW\bin;  
 - unzip wxWidgets3.1.1 source code to C: disk, such as C:\wxWidgets
 - unzip wxWidgets3.1.1 compiled DLLs, and copy all  the  files in gcc510TDM_dll directory into above wxWidgets directory, the full path in my computer is C:\wxWidgets\lib\gcc_dll, remember to create directory gcc_dll if it not exists
 - open CodeBlocks17.12 and create a new wxWidgets GUI project as following steps
 
| guide | step notes | 
| 7.1  | select which version of wxWidgets we will use, here we select wxWidgets3.1.x | 
| 7.2 | give a name to our project and set its location. You can config any path in your desire | 
| 7.3 | set author information, you can ignore this step  | 
| 7.4 | select Dialog based or Frame Based Progamming Model, it depends you need,here for simplicity, we select Dialog Based | 
| 7.5 | set wxWidgets path, if you have already set global variable wx in CodeBlocks Setting tab, just fill $(#wx) ,otherwise fill the full wxWidgets installed path | 
| 7.6 | select compiler, let it as default | 
| 7.7 | make sure Use WxWidgets DLL 、Enable Unicode、Configure Advanced Options three options is selected | 
| 7.7 | make sure two  GUI Mode Application is selected | 
| 7.8 | first select all items, then unselect  wxDBGrid,wxOdbc,wxQa three items | 
attachment is my successful screenshot.