However we might not have done a very good job of explaining how to actually use them, the README at the link above is relatively brief and omits some steps, so let me try to explain in more details how to build your wxWidgets applications using the files provided and without building wxWidgets yourself.
First, you need to get the correct files. You will always need the headers one but the rest depends on your compiler version and architecture: as different versions of MSVC compiler are not binary compatible, you should select the files with the correct vc80, vc90 or vc100 suffix depending on whether you use Visual Studio 2005, 2008 or 2010 respectively. You also need to decide whether you use the x64 files for 64-bit development or the ones without this suffix for the still more common 32-bit builds. After determining the combination of suffixes you need, you should download the "Dev" and the "ReleaseDLL" files in addition to the "Headers" one above, e.g. for 32-bit MSVS 2010 development you need wxMSW-2.9.4_vc100_Dev.7z and wxMSW-2.9.4_vc100_ReleaseDLL.7z.
Once you have the files you need, unzip all of them into the same directory, for example c:\wx\2.9.4. You should have only include and lib subdirectories under it, nothing else. To avoid hard-coding this path into your projects, define wxwin environment variable containing it: although it's a little known fact, all versions of MSVC support environment variable expansion in the C++ projects (but not, unfortunately, in the solution files).
Next step is to set up your project to use these files. You need to do the following:
In the compiler options, i.e. "C/C++" properties:
- Add $(wxwin)/include/msvc;$(wxwin)/include to the "Additional Include Directories". Notice that the order is important here, putting the MSVC-specific directory first ensures that you use wx/setup.h automatically linking in wxWidgets libraries.
- Add WXUSINGDLL and wxMSVC_VERSION_AUTO to the list of defined symbols in "Preprocessor Definitions". The first should be self-explanatory (we only provide DLLs, not static libraries) while the second one is necessary to use the libraries from e.g. lib\vc100_dll directory and not the default lib\vc_dll.
Also check that _UNICODE and UNICODE symbols are defined
in the same "Preprocessor Definitions" section. This should already be the
case for the newly created projects but it might be necessary to add them if
you're upgrading an existing one.
[added at 2013-02-08 in response to comments]
- Check that you use "Multi-threaded [Debug] DLL" in the "Run-time library" option under "Code Generation" to ensure that your build uses the same CRT version as our binaries.
- In the linker options you only need to add $(wxwin)\lib\vc100_dll (with the compiler-version-dependent suffix, of course) to "Additional Library Directories" under "Linker\General" in the options. Thanks to the use of MSVC-specific setup.h you don't need to list wxWidgets libraries manually, i.e. you do not need to put anything in the list of "Additional Dependencies".
Now you should be able to build your project successfully, both in "Debug" and "Release" configurations. With MSVC 10 it can also be done from the command line using msbuild.exe. Of course, to run the generated executable you will need to either add the directory containing wxWidgets DLLs to your PATH or copy the DLL files to a directory already on it. Finally, if you want to distribute the binaries created using these options, you will need to install Microsoft Visual C++ run-time DLLs. Again, MSVC 10 has an advantage here as you can simply copy msvcp100.dll and msvcr100.dll as any other DLL, while you need to install specially for the previous compiler versions that use WinSxS ("side-by-side") for them.
Let us know if you run into any problems using these binaries or, on the contrary, if you didn't but were glad to have them. If enough people find them useful, we'll try to provide them again for 2.9.5 and, most importantly, for 3.0.
Updated on 2012-08-23T12:55:10: Corrected linker options instructions.