First, open a term window, su to root, and run the command 'updatedb', without quotes, to update the locatedb (used by the locate command). When it finishes, enter 'exit' to exit root privilege, then run the command 'locate wxWidget'. If you have it, the locate command will show you where it's installed.
See 'man locate' for more info on the locate command.
See 'man updatedb' for more info on the updatedb command.