The easiest way to see if the compile paths are setup correctly is to try building one of the samples in a new directory.
mkdir ~/minimal
cd ~/minimal
Go to the samples folder of wxwidgets source files assumed to be in ~/wxWidgets-3.0.5/samples/
cp ~/wxWidgets-3.0.5/samples/minimal/ ~/minimal
In the minimal example the code assumes that sample.xpm file is located in folder above. so we have to copy the sample.xpm file into the minimal directory and then change
#include "../sample.xpm"
to
#include "sample.xpm"
g++ minimal.cpp `wx-config --cxxflags --libs` -o minimal
./minimal
it should compile and run without problems