It seems you try to compile the debug target,because the linker searches for "wxmsw28ud".
If you choose the release target, it should compile/link without error.
Nevertheless the best way is to also build a debug-version of wxWidgets with the following instructions
mingw32-make -f makefile.gcc MONOLITHIC=1 SHARED=1 UNICODE=1 BUILD=debug clean
mingw32-make -f makefile.gcc MONOLITHIC=1 SHARED=1 UNICODE=1 BUILD=debug
as mentioned in the Nightly Cookbook (http://wiki.codeblocks.org/index.php?title=Nightly_Cookbook#wxWidgets).