General Observations
The processes of programming with MFC and programming with wxWidgets are fairly similar. In each, you write application, window, and other classes; create dialogs using suitable tools; define how user interaction relates to code; and compile and link the code with the GUI library. You can continue to use (say) Visual Studio to edit, compile, and debug your wxWidgets applications, using external tools such as DialogBlocks to create your dialogs. Or, you can use an open source IDE such as Dev-C++ or Eclipse; you can even switch to Linux or Mac as your main platform.
