If you just do the setup.h copy step and get the 5 DLLs which Audacity needs built they will be 32-bit as needed by Audacity. If you get into problems getting wxWidgets built, start here:
then if you still fail, post and I will get you going (I’ve subscribed to this topic so will see any new posts). The wxWidgets DLLs built with VS2010 will not work with Audacity built with VS2008 or VC++2008 Express. VC2008++ Express (and maybe VS2008) may be installed on the same machine as VS2010 but it does lead to some minor hassles as VS2010 wants to be #1 in the automatic “open with” cycle to you need to explicitly set “Open With” to VC++2008 Express for anything you want to double-click on to open (.sln solutions, .cpp source, .h header etc. files).