1, Check docs/msw/install.txt
There are many instructions for your compiler(Microsoft/Borland/Watcom/Symantec/Metrowerks/
Cygwin/Mingw32) .
2, Open build/msw/wx_dll.dsw at Visual Studio 2005
I select DLL Release as build target.
setup.h
Before building the library, you might edit this file in order to choose whether or not to include certain components (or classes) of the library. For example, if your application makes no use of the wxTimer class, you can ask for it not to be compiled (which would result in a smaller application size). After building the library, a copy of this file is used by your application to determine the configurable settings of wxWidgets.
------ Build started: Project: dbgrid, Configuration: DLL Release Win32 ------
Linking...
LINK : fatal error LNK1181: cannot open input file '../../lib/vc_dll/wxbase28_odbc.lib'
Build log was saved at "file://c:/wxWidgets-2.8.10/build/msw/vc_mswdll/dbgrid/BuildLog.htm
"
dbgrid - 1 error(s), 0 warning(s)
========== Build: 0 succeeded, 1 failed, 19 up-to-date, 0 skipped ==========
3, after successful compilation, the libraries are in a subdirectory of lib directory named after
the compiler and DLL/static settings
lib/vc_lib
lib_vc_dll
These directories contain subdirectory with wx/setup.h header
lib/vc_lib/msw/wx/setup.h VC++ static, wxMSW
lib/vc_lib/mswud/wx/setup.h VC++ static, wxMSW, Unicode, debug
lib/vc_lib/mswunivd/wx/setup.h VC++ static, wxUniversal, debug