The new Release 20.03 is out! You can download binaries for Windows and many major Linux distros here .
cd C:\wx\inno\wxWidgets-2.6\wxWidgets-2.6.3p2\build\msw
Im just trying to get to the directory. So first I switch to the D drive. Then I type cd <WX>\build\mswIt happens if I try cd <MGW>\bintoo. BTW, MGW is MinGW.