To set a wxWindows application going, you'll need to derive a wxApp class.
An application must have a top-level wxFrame window (returned by wxApp::OnInit), each frame containing one or more instances of wxPanel, wxTextWindow or wxCanvas.
A frame can have a wxMenuBar, a status line, and a wxIcon for when the frame is iconized.
A wxPanel is used to place items (classes derived from wxItem) which are used for user interaction. Examples of items are wxButton, wxCheckBox, wxChoice, wxListBox, wxSlider, wxRadioBox, wxSlider.
Instances of wxDialogBox can also be used for panels, items and they have the advantage of not requiring a separate frame.
Instead of creating a dialog box and populating it with items, it is possible to choose one of the convenient dialog functions, such as wxMessageBox and wxFileSelector.
If you want to draw arbitrary graphics, you'll need a wxCanvas. In fact, you never draw directly onto a canvas---you use a device context (DC). wxDC is the base for wxCanvasDC, wxMemoryDC, wxPostScriptDC, wxMemoryDC, wxMetaFileDC and wxPrinterDC. If your drawing functions have wxDC as a parameter, you can pass any of these DCs to the function, and thus use the same code to draw to several different devices. You can draw using the member functions of wxDC, such as wxDC::DrawLine and wxDC::DrawText. Control colour on a canvas (wxColour) with brushes (wxBrush) and pens (wxPen).
On a canvas, you will probably need to intercept key events by overriding the wxCanvas::OnChar member, and mouse events by overriding wxCanvas::OnEvent.
Most modern applications will have an on-line, hypertext help system; for this, you need wxHelp and the wxHelpInstance class to control wxHelp. To add sparkle, you might use the wxToolBar class (documented separately) which makes heavy use of the wxBitmap.
GUI applications aren't all graphical wizardry. List and hash table needs are catered for by wxList, wxStringList and wxHashTable. You will undoubtedly need some platform-independent file functions, and you may find it handy to maintain and search a list of paths using wxPathList. There's a miscellany of operating system and other functions.
If you have several communicating applications, you can try out the DDE-like functions, by using the three classes wxClient, wxServer and wxConnection. These use DDE under Windows, and a simulation using sockets under UNIX.