While the shortcuts can be misleading, it is quite obvious in the What shortcuts can I use for linking to other information? that these link to the Perl core docs, the CPAN module docs, and the man search, respectively.
Wx is not a core module, nor will it become one anytime soon. Therefore, the [doc://Wx] will never work. Instead, to link to a module on CPAN, use the [cpan://Wx] instead.

~Thomas~ 

"Excuse me for butting in, but I'm interrupt-driven..."