Use the color CSS Style for span (Something like
<a href="#"><span style='color:red;'>Red Link</span></a>
). Here is a quote from class' documentation here
List of supported styles
wxHTML doesn't really have CSS support but it does support a few simple styles: you can use "text-align", "width", "vertical-align" and "background" with all elements and for SPAN elements a few other styles are additionally recognized:
color font-family font-size (only in point units) font-style (only "oblique", "italic" and "normal" values are supported) font-weight (only "bold" and "normal" values are supported) text-decoration (only "underline" value is supported)