That code is compiled only if you are using wxWidgets 3.1.6 or newer:
#if wxCHECK_VERSION(3, 1, 6)
if ((close_button_state == wxAUI_BUTTON_STATE_HOVER) ||
(close_button_state == wxAUI_BUTTON_STATE_PRESSED))
bmp = m_activeCloseBmp.GetBitmapFor(wnd);
else
bmp = m_disabledCloseBmp.GetBitmapFor(wnd);
#else
if ((close_button_state == wxAUI_BUTTON_STATE_HOVER) ||
(close_button_state == wxAUI_BUTTON_STATE_PRESSED))
bmp = m_activeCloseBmp;
else
bmp = m_disabledCloseBmp;
#endif
EDIT: Probably you must update wxWidgets to a recent (< 1 month) version or use wx3.1.5 (better option). wxBitmapBundle was added about 4 months ago.