Ummmmm. How did you install it? If you compiled Perl Wx or Wx yourself, you saw the console log. Perl Wx requires a module called Alien::WxWidgets, you must install that, that provides the actual WxWidget C++ libraries for Wx:: to load.
Is wxbase28u_gcc_custom.dll anywhere on your hard drive? I looked at my Wx:: install which I compiled using MS VC, I dont have that file. I have a file called wxbase28_vc_custom.dll . Did you really compile Perl Wx or Wx yourself or are you using binary zips/rars? Sounds like you are mixing a Mingw Wx:: with no Wx C++ dlls, or you are mixing a Mingw Wx:: with Visual C Wx C++ dlls. What Perl are you using, ActivePerl or Strawberry Perl?