If you are using the main C++ distribution of wxWidgets, Feel free to ask any question related to wxWidgets development here. This means questions regarding to C++ and wxWidgets, not compile problems.
Somebody correct me if I'm wrong, but I think that if you debug the app, the working directory is the project directory, but the .exe is in ProjectDir/Debug (where you probably put the .xrc). I don't put resource&other files in Debug dir, because I sometimes delete it without looking there. Instead I put these files in ProjectDir/data and point debug working directory there: Project Properties->Debugging->Working Directory. The drawback is I have to copy these files if I want to run the .exe standalone.