For Windows, the pre-compiled wxWidgets, version 2.8.12 used to compile the release has been uploaded
here. When opening a Code::Blocks project file it will usually ask you to define the root of the global compiler variable named "wx" which you simply point to the extracted folder from that archive.
Note that wxWidgets comes compiled in a shared,monolithic,release,unicode flavour, compiled like that:
mingw32-make -f makefile.gcc SHARED=1 MONOLITHIC=1 BUILD=release UNICODE=1 VENDOR=cb