Compile Problem with wxDev C++

I am trying to write a windows application (non console) for the first time and I am using wxDev C++.
I opened a wxWidget Frame Project and didnt even do anything. I just tried to compile it and it failed. The error msg "The system cannot find the file specified."
Can anyone can help me about it? I am new on GUI programming and really know nth about it.

ps. I install wxDev C++ on my USB drive since the computer Im using got some admin restriction and i can't install it on the hard drive. not sure if this is related to the problem.
This program is meant to be installed on the OS. It's no surprise that it won't work as most other programs wont properly work either from the USB.
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