Extract the Source to a folder. In my PC, I've extracted it into C: drive in root dir, and after extraction the folder looks like "C:\wxMSW-2.8.0".
Click Start > Run, then type cmd and press enter. Change the directory to C:\wxMSW-2.8.0\build\msw
Now type the following command and press enter. This will create Debug-DLL-Unicode-Monolithic lib of wxWidgets.
mingw32-make -f makefile.gcc BUILD=debug SHARED=1 UNICODE=1 MONOLITHIC=1
To create Release-DLL-Unicode-Monolithic lib of wxWidgets, type the following and press enter.
mingw32-make -f makefile.gcc BUILD=release SHARED=1 UNICODE=1 MONOLITHIC=1
For more details, go through the file INSTALL-MSW.txt in C:\wxMSW-2.8.0 folder. Please remember that the build will take lot of time.
Alternatively, you can download wxPack (
http://wxpack.sourceforge.net). wxPack comes with wxWidgets lib compiled with GCC.
Hope this helps.