How when it is inluded via HackerEX_WXLIB which is linked by globals.hpp in HackerEX_LIB which is linked by hexutils.hpp which is linked by hexutils.cpp, by that path of logic the library should be included there, further I added the %WXWIN%\* to the global compiler search directories. Any clues?
Generally the compiler supplies a directive to the linker concerning which libraries to link against. You need to explicitly supply the compiler with the names (and locations, if necessary) of libraries to link against via whatever build system you're using. If you're using an IDE (like CodeBlocks) there is generally a way to specify that within the IDE. See the documentation for the tool you're using.