You have to install it manually. Download the tarball from CPAN, put it in a directory of its own, untar it, and then run
the install process. Everything you need will be in the file that you untarred, so you're not going through CPAN for this.
Also, you're not building a customized wxWidgets, so there's no linking involved. Get it a try. If you have any problems,
come back here.
in reply to Re^2: Need help installing wxWidgets 2.9.4
in thread Need help installing wxWidgets 2.9.4