Do you have a question about makefiles, a compiler or IDE you are using and need to know how to set it up for wxWidgets or why it doesn't compile but other IDE's do ? Post your questions here.
C:/wxWidgets-3.1.5/lib/gcc_lib/libwxmsw31u_stc.a(stclib_ScintillaWX.o):ScintillaWX.cpp:(.rdata$_ZTV11ScintillaWX[__ZTV11ScintillaWX]+0xe4): undefined reference to `Editor::TickFor(Editor::TickReason)'
C:/wxWidgets-3.1.5/lib/gcc_lib/libwxmsw31u_stc.a(stclib_ScintillaWX.o):ScintillaWX.cpp:(.rdata$_ZTV11ScintillaWX[__ZTV11ScintillaWX]+0x104): undefined reference to `Editor::IdleWork()'
You must be doing something you did not mention here.
Your make arguments show that you build wxWidgets as DLLs (SHARED=1), which puts them in WXWIN/lib/gcc_dll folder. However, your CMakefile refers to gcc_lib folder.
If you use DLL wxWidgets build, your application does not need to link to scintilla library itself (libwxscintilla.a), however, in the static one it does.