So, I wrote: "mingw32-make.exe -f makefile.gcc SHARED=1", but the linker generates a lot of errors.
(Probably this way was not enough tested).
You need to compile the wxWidgets library first as a DLL.
I used this command to compile both wxWidgets DLL and plot dll.
The exact command to be used varies on what is wanted.
I use the same command for both wxWidgets DLL and the other make(s) in this case plot DLL.
( You just execute the command in a different folder. )
mingw32-make -f makefile.gcc USE_XRC=1 SHARED=1 MONOLITHIC=1 BUILD=release UNICODE=1