Aha... three possibilities:
1. Copy that dll (found in the lib folder of your wxWidgets build) to the Windows folder or another location which is in the path. This is one recommended way of doing it while developing, but it is not suitable for distribution unless you at least change the vendor name.
2. Always copy that dll to the same directory as the executable. This is another recommended way of doing it while developing, and it is suitable for distribution, too (but you should change the vendor from "custom" to your own name anyway).
3. Build wxWidgets for static linkage (i.e. with SHARED=0) or simply link with the static libraries in case you use a binary distribution (use the static template, and make sure you do not define WXUSINGDLL).
Static linkage has the disadvantage of generating a larger executable, but it can cause no versioning conflicts. Dynamic linkage has the issue of "DLL hell", but it generates a smaller executable (does not matter if you only distribute one program, as the code just goes into the dll instead), saves time during the development cycle, and possibly allows to reuse the same code (if you write several programs using the same version of the same dll and you go the way #1, then they can all use the same physical library).