I made this page because I went through a lot of frustration and annoyance when trying to get wxWidgets working with Dev-Cpp (it's actually technically called Dev-C++, but whatever) and I don't want that to happen to anybody else. :) Here are some useful links:
Also, try to install/download whatever you install/download into directories that do NOT contain any spaces - this can lead to many problems, and was one of the problems that I had. And lastly, you may need to restart your computer for some changes to take effect.