Building wxWidgets seems impossible. I followed all the steps from the documentation page http://wiki.codeblocks.org/index.php?title=WxWindowsQuickRef but when I try to compile, the whole command prompt window fills with errors and warnings, then stops, with the last line being mingw32-make.exe: *** [gcc_mswudll\wxregex_regcomp.o] Error 1
I suspect it's something to do with MinGW but I don't know.
May be try this guide, more official