wxWindows 설정 문제

크로스 플랫폼 GUI를 배워보고자 wxWidgets를 설치하려고 했습니다.(어느새 이름이 바꿨네요wxWidgets로..)
플랫폼은 XP 이고 MinGW를 사용하려 합니다.
설치를 하고 설정을 해야 하는 것 같은데 도저히 모르겠습니다. 도와주세요.. ㅠㅠ

#include <iostream>
#include <wx/wx.h>
using namespace std;
int main(){
    cout << "Hello World\n";
    return(0);
}

g++ -g -Wall -o wxexam.exe wxexam.cpp -I"D:/Program Files/wxWidgets-2.6.1/include"
In file included from D:/Program Files/wxWidgets-2.6.1/include/wx/defs.h:21,
                 from D:/Program Files/wxWidgets-2.6.1/include/wx/wx.h:15,
                 from wxexam.cpp:2:
D:/Program Files/wxWidgets-2.6.1/include/wx/platform.h:260:22: wx/setup.h: No such file or directory
In file included from D:/Program Files/wxWidgets-2.6.1/include/wx/platform.h:263,
                 from D:/Program Files/wxWidgets-2.6.1/include/wx/defs.h:21,
                 from D:/Program Files/wxWidgets-2.6.1/include/wx/wx.h:15,
                 from wxexam.cpp:2:
D:/Program Files/wxWidgets-2.6.1/include/wx/chkconf.h:84:9: #error "wxUSE_DYNLIB_CLASS must be defined."
D:/Program Files/wxWidgets-2.6.1/include/wx/chkconf.h:92:9: #error "wxUSE_EXCEPTIONS must be defined."
D:/Program Files/wxWidgets-2.6.1/include/wx/chkconf.h:100:9: #error "wxUSE_FILESYSTEM must be defined."
D:/Program Files/wxWidgets-2.6.1/include/wx/chkconf.h:113:9: #error "wxUSE_DYNAMIC_LOADER must be defined."
D:/Program Files/wxWidgets-2.6.1/include/wx/chkconf.h:121:9: #error "wxUSE_LOG must be defined."
D:/Program Files/wxWidgets-2.6.1/include/wx/chkconf.h:129:9: #error "wxUSE_LONGLONG must be defined."
D:/Program Files/wxWidgets-2.6.1/include/wx/chkconf.h:137:9: #error "wxUSE_MIMETYPE must be defined."
D:/Program Files/wxWidgets-2.6.1/include/wx/chkconf.h:153:9: #error "wxUSE_PROTOCOL must be defined."
D:/Program Files/wxWidgets-2.6.1/include/wx/chkconf.h:195:9: #error "wxUSE_REGEX must be defined."
D:/Program Files/wxWidgets-2.6.1/include/wx/chkconf.h:203:9: #error "wxUSE_STDPATHS must be defined."
D:/Program Files/wxWidgets-2.6.1/include/wx/chkconf.h:211:9: #error "wxUSE_XML must be defined."
D:/Program Files/wxWidgets-2.6.1/include/wx/chkconf.h:219:9: #error "wxUSE_SOCKETS must be defined."
D:/Program Files/wxWidgets-2.6.1/include/wx/chkconf.h:227:9: #error "wxUSE_STREAMS must be defined."
D:/Program Files/wxWidgets-2.6.1/include/wx/chkconf.h:235:9: #error "wxUSE_STOPWATCH must be defined."
D:/Program Files/wxWidgets-2.6.1/include/wx/chkconf.h:243:9: #error "wxUSE_TEXTBUFFER must be defined."
D:/Program Files/wxWidgets-2.6.1/include/wx/chkconf.h:251:9: #error "wxUSE_TEXTFILE must be defined."
D:/Program Files/wxWidgets-2.6.1/include/wx/chkconf.h:259:9: #error "wxUSE_UNICODE must be defined."
D:/Program Files/wxWidgets-2.6.1/include/wx/chkconf.h:267:9: #error "wxUSE_URL must be defined."