Como baixar, compilar a biblioteca e criar um projeto C++ wxWidgets usando o Visual Studio 2017

// wxWidgets "Hello World" Program
// For compilers that support precompilation, 
// includes "wx/wx.h".
#include <wx/wxprec.h>
#ifndef WX_PRECOMP
    #include <wx/wx.h>
#endif

class MyApp : public wxApp
{
  public:
    virtual bool OnInit();
};

class MyFrame : public wxFrame
{
  public:
    MyFrame();

  private:
    void OnHello(wxCommandEvent& event);
    void OnExit(wxCommandEvent& event);
    void OnAbout(wxCommandEvent& event);
};

enum
{
  ID_Hello = 1
};

wxIMPLEMENT_APP(MyApp);

bool MyApp::OnInit()
{
  MyFrame *frame = new MyFrame();
  frame->Show(true);
  return true;
}

MyFrame::MyFrame()
  : wxFrame(NULL, wxID_ANY, "Hello World")
{
  wxMenu *menuFile = new wxMenu;
  menuFile->Append(ID_Hello, "&Hello...\tCtrl-H",
    "Help string shown in status bar for this menu item");
  menuFile->AppendSeparator();
  menuFile->Append(wxID_EXIT);
  wxMenu *menuHelp = new wxMenu;
  menuHelp->Append(wxID_ABOUT);
  wxMenuBar *menuBar = new wxMenuBar;