Have you tried this command yum list -v | grep -i wx ?
What is its output? Mine is:
wxBase.x86_64 2.8.9-1.fc8 installed
wxGTK.x86_64 2.8.9-1.fc8 installed
wxGTK-devel.x86_64 2.8.9-1.fc8 installed
wxGTK-gl.x86_64 2.8.9-1.fc8 installed
I don't remember how I've installed it but it was something like: "yum install wxGTK wxGTK-devel".
As far as I can see centos don't have packages for wxWidgets. So you have two solutions:
1. Find another repo with centos support:
read this: http://wiki.centos.org/AdditionalResources/Repositories/RPMForge
and this: http://wiki.centos.org/AdditionalResources/Repositories
here are your packages: http://packages.sw.be/wxGTK/
2. Build wxGTK from source...
Edit: here is another repo for centos packages: http://rpm.pbone.net/ -> goto search -> advanced and voila, there is codeblocks + wxGTK
You have to add this repo and remove others and you'll be able to install cb with one command: yum install codeblocks (probably)