Create a folder maybe in home called wx
cd ~/wx/wxWidgets-3.1.3
mkdir gtk-build # the name is not really relevant
cd gtk-build
../configure # builds unicode, shared lib
make -j3 # use 3 cores. Set to the number of cores your have. 'make' uses 1 core
sudo make install # some platforms require to use 'su' instead of 'sudo'
sudo ldconfig
to compile
g++ wx.cpp -o wx `wx-config --cppflags --libs`
to run the program
./Program_Name