PS: if there's any possibility that $selection could potentially contain an arrayref, then my solution might behave a little oddly; you could explicitly protect against arrayrefs:

sub is_arrayref (_) { ref(shift) eq 'ARRAY' }

given ($selection) {
  when (is_arrayref)   { die "unexpected!" }
  when ([wxID_YES])    { $self->Wx::LogStatus('You pressed: "Yes"'   )
+ }
  when ([wxID_NO])     { $self->Wx::LogStatus('You pressed: "No"'    )
+ }
  when ([wxID_CANCEL]) { $self->Wx::LogStatus('You pressed: "Cancel"')
+ }
}
[download]

Of course, probably the code that generates $selection can never generate an arrayref, so you don't need to protect against that possibility.