Starting off with a GUI library can be quite daunting. Lots of new code and classes need to be written to get even the most basic program working. I have found that the best way to get started with wxWidgets is to look at its examples. Pick the example that implements most of what you need and start off from there.
Doing this is easy:
$ sudo apt-get install wx3.0-examples
$ cd /usr/share/doc/wx3.0-examples/examples $ ./unpack_examples.sh ~/wx-examples
$ cd ~/wx-examples/samples $ make
$ cd ~/wx-examples/samples/opengl/penguin $ make
Tried with: wxWidgets 3.0 and Ubuntu 14.04