...or link with the correct library.
-lwxmsw26ud
That is a debug build with Unicode.
wxmsw26u_gcc_cb.dll just this
That is the non-debug DLL belonging to Code::Blocks which is not intended to be used in building other applications or being redistributed.
Even though this may work, it is very bad practice.
The file you want is called
wxmsw26u_gcc_custom.dll (if you use MinGW and if you did not change the vendor). If you don't have that file, you have to download wxWidgets, and compile it (refer to the documentation at the wxWidgets site on how to do this).
These are build instructions that should work:
cd wxWidgets-2.6.3/build/msw
set path=c:\mingw\bin;c:\mingw\mingw32\bin
mingw32-make -f makefile.gcc USE_XRC=1 SHARED=1 MONOLITHIC=1 BUILD=debug UNICODE=1 clean
mingw32-make -f makefile.gcc USE_XRC=1 SHARED=1 MONOLITHIC=1 BUILD=debug UNICODE=1