wxWidgets, Version 3.1.5

Windows headers, libs and DLLs sourced from: https://www.wxwidgets.org/downloads/

You need to include wxwidgets.props as a new property sheet in VS (View->Other Windows->Property Manager)
In C++ section, add additional include directory: $(ProjectDir)\wxWidgets\3.1.5\include\msvc
In Linker general, add additional library directory: $(ProjectDir)\wxWidgets\3.1.5\lib\vc14x_x64_dll
Add wxbase315ud_vc14x_x64.dll and wxmsw315ud_core_vc14x_x64.dll to the project and set the to "Copy file" into output directory.
In .h files, usually you need:

#pragma once
#include <wx/wxprec.h>
#ifndef WX_PRECOMP
#include <wx/wx.h>
#endif

For linux headers and libraries, install them locally:

sudo apt-key adv --fetch-keys https://repos.codelite.org/CodeLite.asc
sudo apt-add-repository 'deb https://repos.codelite.org/wx3.1.5/ubuntu/ focal universe'
sudo apt-get update
sudo apt-get install libwxbase3.1-0-unofficial \
          libwxbase3.1unofficial-dev \
          libwxgtk3.1-0-unofficial \
          libwxgtk3.1unofficial-dev \
          wx3.1-headers \
          wx-common

OmarHosam/wxWidgets

wxWidgets, Version 3.1.5