And, then tell me what wx-config --prefix returns or I will add you to the list of people who is not able to be helped by me!
I was reading through similar threads (in wxwidgets forum) and in one thread someone told that when you are in the directory you need to write ./wx-config, NOT wx-config. Cool, now I know something you didn't know and revealed to me in the first place. So now, ./wx-config --prefix returns:
/Users/Krice/Documents/wxw
(I guess it's safe to tell my osx username, it's not like it's a mystery...)
And that's where wxwidgets is installed. wxWidgets is also working, the minimal example compiles and runs fine.