Warning: prerequisite Alien::wxWidgets 0.25 not found.

Yes, whatever it was that produced that warning depends upon Alien::wxWidgets - so it would be a good idea to install Alien::wxWidgets first.

The problem with the Alien::wxWidgets build is a bit hard to decipher. I have minimal experience with both Module::Build and Module::Install (and hope to keep it that way). What does line 4 of inc/My/Build.pm say ?

It looks to me that something buggy is going on. If you can't get a quick reolution here you might be better off asking on a wxPerl forum (assuming such a place exists), where the issue might already be known.

Cheers,
Rob