The Wizard "widget" in wxPython is basically a dialog. I don't think you can embed it in your application. You might be able to extend the widget somehow to do so, but that would likely be a lot of work.
Instead, I would just create a set of panels that are your wizard pages. You will need a main panel that has some buttons on it that you place your pages on. Then when you hit the button, it will show the next page. I wrote a tutorial on the subject a couple years ago that should get you started: