As I write this post, wxWidgets 3.0.2 is the latest version. The wxWidgets website provides a download for DLLs that can be used with Visual Studio 2008 – 2013.
Visual Studio 2015 is the first version of Visual Studio to support almost all features of C++11 and C++14. To use wxWidgets with VS 2015, you must build wxWidgets from source code. Downloading the source code for wxWidgets 3.0.2 and attempting to build it with VS 2015 results in a few compile errors as discussed in this forum post. You could apply the mentioned patches to the 3.0.2 source code and rebuild, but a better solution is to clone the master repository on GitHub because these changes as well as a number of new features and bug fixes are included.
Once you have cloned the wxWidgets master repository, go to the directory it was copied to, and open the file
build/msw/wx_vc14.sln. Select the configuration you want to build and build it. There will be a number of warnings generated, but these should not cause any problems.