Please use --recurse-submodules option with the initial git clone. If you
had already cloned the repository without this option, please run git submodule update --init to also get all 3rd party libraries code.
If you get errors about "wxUSE_XXX must be defined" when building, it
probably means that you need to copy the new options added to the file
include/wx/msw/setup0.h to include/wx/msw/setup.h. If you had never
modified the latter, it's safe to just delete it, as it will be created
by copying setup0.h during the next build.
Otherwise, building from Git checkout is not different from building from the sources include into the releases, so please follow the usual instructions in the port-specific files, such as wxMSW, wxGTK, wxOSX and so on.