Unfortunately, this is a common problem. There are a couple of solutions but the best one is to go back to the very beginning of the compilation steps. Copy the setup.h file which is provided by Audacity into the location suggested in the compile instructions which are located in the win folder in the file compile.txt. Thereafter recompile wxWidgets, and then copy all five of the wxWidgets DLLs (or 10 if you are going to do Release and Debug) into their appropriate locations. Now try compiling Audacity again.
If you need excruciatingly detailed step-by-step instructions read them here: http://www.hometownband.org/Audacity/CompilingAudacity.html
you can skip down past the part which deals with installing MS VC++ 2008 and the wxWidgets but pay particular attention to the instructions about setup.h. If you have any additional questions don’t hesitate to ask!
are the instructions correct? Rather than copying to C:wxWidgets-2.8.12includewxmsw, should it instead go to C:wxWidgets-2.8.12includewx ? I have done the latter and now my build of Audacity has resumed.
Now I see
2>LINK : fatal error LNK1104: cannot open file ‘wxbase28ud.lib’
A link error is progress! Compilation is complete.
As I said there are multiple solutions; the one you found may not be “correct” but might work unless you are also trying to build other wxWidgets projects like the wxWidgets examples. Technically, I think it really does need to be in wxWidgets-2.8.12includewxmsw and then during the build process for wxWidgets it might get copied or re-created in wxWidgets-2.8.12includewx. I’m not sure but I think the version that ends up inwxWidgets-2.8.12includewx is generic and the version that is in wxWidgets-2.8.12includewxmsw is Windows specific.
I had some puzzling build errors. I redid my build of wx from scratch (and I mean repeating the download) and followed things to the letter this time. I no longer question the instructions.