What is wxConfig?
wxConfig is a command-line tool used to output the neccesary compiler options, libraries, include/lib directories that is specific to your wxWidgets installation. So instead of writing all that manually, you can just run for example:
wx-config --cxxflags --wxcfg=gcc_lib/mswu in your compile command to get all compile options you need to build your files successfully. You can see all arguments available, run:
wx-config --help. wxConfig is automaticly build and setup when compiling on linux and no further actions should be nescessary. But on Windows you have to download it or build it yourself and add it to your PATH.
Download and install (Windows)
You can visit wxConfig Windows port site on this link or download this zipfile (portable).
Extract it and add the path to your PATH variable and you are ready to go.
Example path to add to your PATH: