From
http://wiki.codeblocks.org/index.php?title=Installing_Code::Blocks_from_source_on_Windows#Compile_wxWidgets_in_Unicode_mode
set path=c:\mingw\bin;c:\mingw\mingw32\bin
mingw32-make -f makefile.gcc USE_XRC=1 SHARED=1 MONOLITHIC=1 BUILD=release UNICODE=1 clean
mingw32-make -f makefile.gcc USE_XRC=1 SHARED=1 MONOLITHIC=1 BUILD=release UNICODE=1
The above is the standard command to build wxWidgets for use in building Code::Blocks; you may want different version, but I have no idea what version you want to have.
What OS? (Windows95, WindowsXP or etc.)
Do you wish an static or an DLL build?
Do you wish an debug build?
Tim S