I don't know how do they do it in wxWidgets
but in Win32 I did it this way
1. Create winxp.manifest file with this code:
<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<assembly
xmlns="urn:schemas-microsoft-com:asm.v1"
manifestVersion="1.0">
<assemblyIdentity
name="Sergei_Novik.Apps.tab"
processorArchitecture="x86"
version="1.0.0.0"
type="win32"/>
<description>tab</description>
<dependency>
<dependentAssembly>
<assemblyIdentity
type="win32"
name="Microsoft.Windows.Common-Controls"
version="6.0.0.0"
processorArchitecture="x86"
publicKeyToken="6595b64144ccf1df"
language="*"/>
</dependentAssembly>
</dependency>
</assembly>
2. Then in resource.rc file add this string:
1 24 "winxp.manifest"
3. Recompile your project
4. After that you can delete your winxp.manifest file, your application will remain with xp style.
By the way it isn't good idea insert manifest-file inside exe-file, cause it may bring some compatibility problems I guess....
Cheers!