If you just need to solve the problem of installing the wxWidgets library without understanding the features of its assembly, you can use the msys2 package, which will provide the required one.
First, install msys2, as shown in detail in the screenshots at the link provided, and then, after opening the msys2 terminal from the Windows menu, enter the command:
pacman -Ss wxwidgets
It will list the available packages of this framework. In my case it turned out like this:
$ pacman -Ss wxwidgets mingw32/mingw-w64-i686-wxPython 3.0.2.0-1 (mingw-w64-i686) A wxWidgets GUI toolkit for Python (mingw-w64) mingw32/mingw-w64-i686-wxWidgets 3.0.2-5 (mingw-w64-i686) A C++ library that lets developers create applications for Windows, Linux and UNIX (mingw-w64) mingw64/mingw-w64-x86_64-wxPython 3.0.2.0-1 (mingw-w64-x86_64) A wxWidgets GUI toolkit for Python (mingw-w64) mingw64/mingw-w64-x86_64-wxWidgets 3.0.2-5 (mingw-w64-x86_64) A C++ library that lets developers create applications for Windows, Linux and UNIX (mingw-w64)
Select the package and install it. The package manager will resolve all dependencies automatically. In general, everything turns out just as in Linux.
$ pacman -S mingw-w64-i686-wxWidgets разрешение зависимостей... проверка конфликтов... Пакеты (7) mingw-w64-i686-cppunit-1.13.2-3 mingw-w64-i686-jbigkit-2.1-1 mingw-w64-i686-libjpeg-turbo-1.4.0-2 mingw-w64-i686-libpng-1.6.16-1 mingw-w64-i686-libtiff-4.0.3-4 mingw-w64-i686-xz-5.2.1-1 mingw-w64-i686-wxWidgets-3.0.2-5 Будет загружено: 9,58 MiB Будет установлено: 62,19 MiB :: Приступить к установке? [Y/n]
sudo apt-get install libwxbase3.0-dev libwxgtk3.0-dev) - user6550