There's nothing much to know about (assumming you have the libraries compiled and working). Usually we use codeblocks to compile itself. There are two projects: One for wxwidgets 2.6.x, and another for 2.4.2. (that's in the VERSION_1_0 branch, i'm not sure about HEAD branch).
So you open the project, build, and then go to the src directory.
Open a command window (MS-DOS), and run update.bat. Your new files are in the output directory.