voici ce qu'ils disent sur le site de wxwidgets:
You can compile wxWidgets as a DLL (see above, VC++/BC++ only at present). You should also compile your programs for release using non-debugging and space-optimisation options, but take with VC++ 5/6 space optimisation: it can sometimes cause problems.
If you want to distribute really small executables, you can use Petite by Ian Luck. This nifty utility compresses Windows executables by around 50%, so your 500KB executable will shrink to a mere 250KB. With this sort of size, there is reduced incentive to use DLLs. Another good compression tool (probably better than Petite) is UPX.
Please do not be surprised if MinGW produces a statically-linked minimal executable of 1 MB. Firstly, gcc produces larger executables than some compilers. Secondly, this figure will include most of the overhead of wxWidgets, so as your application becomes more complex, the overhead becomes proportionally less significant. And thirdly, trading executable compactness for the enormous increase in productivity you get with wxWidgets is almost always well worth it.
If you have a really large executable compiled with MinGW (for example 20MB) then you need to configure wxWidgets to compile without debugging information: see docs/msw/install.txt for details. You may find that using configure instead of makefile.g95 is easier, particularly since you can maintain debug and release versions of the library simultaneously, in different directories. Also, run 'strip' after linking to remove all traces of debug info.