I was able to fix that particular error by creating folders in:
/lib/vc_lib
or
/lib/vc_dll
The folders were
msw/wx
mswd/wx
mswu/wx
mswud/wx
.. etc according to the configuration that was being built
I was able to build the lib versions:
Stable Release: 2.8.10 - had to open the /build/msw/wx.dsw in VC 2008 and then in VC 2010 for the project conversion to work.A bit of work setting up the build order, the above folders in /lib and it compiles. Did not attempt building samples.
Development Snapshot: 2.9.0 - a lot easier. It comes with VC 2008 solution files and can be loaded in VC 2010. Set up the folder in the lib output folders and it compiles. Built the /samples/menu project (static lib Debug & Release) without any problems.