this :
C:\wxWidgets-3.2.1\include/wx/platform.h:159:10: fatal error: wx/setup.h: No such file or directory
159 | #include "wx/setup.h"
| ^~~~~~~~~~~~
suggest that the path to this setup.h is not set correctly.
This file is normaly built when you build your wxWidgets dll and is located in C:\wxWidgets-3.2.1\lib\gcc_dll\mswu\wx (for a non debuging, unicode wxWidgets build).
So, include C:\wxWidgets-3.2.1\lib\gcc_dll\mswu in your compiler search path.
For a debuging, unicode wxWidgets, maybe it's mswud and not mswd...
Note that thiis setup.h is moreless a copy of the generic setup.h found in C:\wxWidgets-3.2.1\include\wx\msw, but adapted to your specific generated library.