Viewing contents of wx-0.5/INSTALL
* GNU make
* Pike installation (Using 7.6.24 myself).
* wxWindows (Stable versions, as seems to fail with 2.5.x series. Using 2.4.2 GTK2 myself)
1) Untar the sources.
2) Check Makefile, set Pike version, paths and do any other necessary change.
4) As root (unless you installed Pike in your home, or in other weird setups), make install.
Since version 0.4.0, wx.so cannot be used without proper installing, as the dynamic wrapping doesn't work. This could change in a future, if newer Pikes allow "resolv"ing classes for non installed modules.