The wxWidgets library code must be linked to your application code. This can be done in two ways: A) to use static libraries, which are linked to your application executable when it is built, or B) to use DLLs, which are linked to your application when it runs.
From your question, you have built your application to use DLLS.
You have two options to fix this problem. Easiest will be to copy the required DLLs into your application folder.
You can also change the codelite options to use wxWidgets static libraries - you will need a codelite expert to help you to do that.
I took a quick look at the codelite webpage. It does look like codelite uses wxWidgets DLLs by default. To change this, you will need to built wxWidgets the "DIY" way as described here but set the SHARED make option to 0