Aqui está como eu compilei as bibliotecas wxWidgets.

Baixarhttps://sourceforge.net/projects/wxwindows/files/3.0.2/wxMSW-Setup-3.0.2.exe

set path=%MINGW%\bin
cd D:\wxWidgets-3.0.2\build\msw

mingw32-make -f makefile.gcc CFG=64 CXXFLAGS=-std=c++11 BUILD=debug UNICODE=1 MONOLITHIC=1
mingw32-make -f makefile.gcc CFG=64 CXXFLAGS=-std=c++11 BUILD=release UNICODE=1 MONOLITHIC=1

Não é possível vincular meu programa de teste às novas bibliotecas criadas.

D:\wxWidgets-3.0.2\lib\gcc_lib64/libwxmsw30ud.a(monolib_filename.o): In function `wxChmod(wxString const&, unsigned short)':
D:\wxWidgets-3.0.2\build\msw/../../include/wx/filefn.h:513: undefined reference to `wxMSLU__wchmod(wchar_t const*, int)'
D:\wxWidgets-3.0.2\lib\gcc_lib64/libwxmsw30ud.a(monolib_filename.o): In function `wxOpen(wxString const&, int, unsigned short)':
D:\wxWidgets-3.0.2\build\msw/../../include/wx/filefn.h:515: undefined reference to `wxMSLU__wopen(wchar_t const*, int, int)'
D:\wxWidgets-3.0.2\lib\gcc_lib64/libwxmsw30ud.a(monolib_file.o): In function `wxRemove(wxString const&)':
D:\wxWidgets-3.0.2\build\msw/../../include/wx/wxcrt.h:758: undefined reference to `wxMSLU__wremove(wchar_t const*)'
D:\wxWidgets-3.0.2\lib\gcc_lib64/libwxmsw30ud.a(monolib_file.o): In function `wxAccess(wxString const&, unsigned short)':
D:\wxWidgets-3.0.2\build\msw/../../include/wx/filefn.h:511: undefined reference to `wxMSLU__waccess(wchar_t const*, int)'
D:\wxWidgets-3.0.2\lib\gcc_lib64/libwxmsw30ud.a(monolib_filefn.o): In function `wxRename(wxString const&, wxString const&)':
D:\wxWidgets-3.0.2\build\msw/../../include/wx/wxcrt.h:760: undefined reference to `wxMSLU__wrename(wchar_t const*, wchar_t const*)'
D:\wxWidgets-3.0.2\lib\gcc_lib64/libwxmsw30ud.a(monolib_filefn.o): In function `wxRmDir(wxString const&)':
D:\wxWidgets-3.0.2\build\msw/../../include/wx/filefn.h:524: undefined reference to `wxMSLU__wrmdir(wchar_t const*)'
D:\wxWidgets-3.0.2\lib\gcc_lib64/libwxmsw30ud.a(monolib_filefn.o): In function `wxMkDir(wxString const&, unsigned short)':
D:\wxWidgets-3.0.2\build\msw/../../include/wx/filefn.h:528: undefined reference to `wxMSLU__wmkdir(wchar_t const*)'
D:\wxWidgets-3.0.2\lib\gcc_lib64/libwxmsw30ud.a(monolib_ffile.o): In function `wxFopen(wxString const&, wxString const&)':
D:\wxWidgets-3.0.2\build\msw/../../include/wx/wxcrt.h:754: undefined reference to `wxMSLU__wfopen(wchar_t const*, wchar_t const*)'

O que eu estou fazendo errado aqui. Você vê algum problema com a maneira como as bibliotecas são construídas.