Sorry for the delayed response, been busy with my Blood Elf.

If you want to compile and run from source download wxWidgets 2.8.0 from wxwidgets.org and build it in Unicode Debug mode. You will need to go into each project and change the Runtime Library to Multi-threaded Debug from Multi-threaded Debug DLL as previously mentioned. Also, add the include path as also mentioned by Zopal.

I don't know why but it throws an exception when built in release mode and I never took the time to figure out why. If someone knows what it is let us know here, one day I'll probably look into it....