Thanks for the next step. I downloaded and replaced the USBDM source I had with 4.10.3 source (the building software page still points to 4.10.0, which is why I was using that), changed the common file, and ran the cmd file. This is what I got:
C:\Apps\USBDM_Win32_V4_10_03>MakeAll.cmd
C:\Apps\USBDM_Win32_V4_10_03>mingw32-make -f MakeAll.mk all
c:/Apps/MinGW/bin/mingw32-make -C wxPlugin_DLL all
mingw32-make[1]: Entering directory `C:/Apps/USBDM_Win32_V4_10_03/wxPlugin_DLL'
c:/Apps/MinGW/bin/mingw32-make dll -f Target.mk BUILDDIR=wxPlugin CDEFS=""
mingw32-make[2]: Entering directory `C:/Apps/USBDM_Win32_V4_10_03/wxPlugin_DLL'
c:/Apps/MinGW/msys/1.0/bin/mkdir wxPlugin
c:/Apps/MinGW/msys/1.0/bin/touch wxPlugin/timestamp
Makefile Target.mk src wxPlugin Building wxPlugin/wxPlugin.d from src/wxPlugin.c
pp
c:/Apps/MinGW/bin/g++ -MM -MG -MQ wxPlugin/wxPlugin.o -O3 \ -DuseWxWidgets -D
__WXMSW__ -D__GNUWIN32__ -DUNICODE -Isrc -I../Shared_V4/src -IC:/Apps/wxWidgets-
2.9.4/lib/gcc_lib/mswu -IC:/Apps/wxWidgets-2.9.4/include src/wxPlugin.cpp >wxPlu
gin/wxPlugin.d
g++.exe: error: : No such file or directory
Makefile Target.mk src wxPlugin Building wxPlugin/wxPlugin.o from src/wxPlugin.c
pp
c:/Apps/MinGW/bin/g++ -O3 \ -DuseWxWidgets -D__WXMSW__ -D__GNUWIN32__ -DUNICO
DE -Isrc -I../Shared_V4/src -IC:/Apps/wxWidgets-2.9.4/lib/gcc_lib/mswu -IC:/Apps
/wxWidgets-2.9.4/include -c src/wxPlugin.cpp -o wxPlugin/wxPlugin.o
g++: error: : No such file or directory
mingw32-make[2]: *** [wxPlugin/wxPlugin.o] Error 1
mingw32-make[2]: Leaving directory `C:/Apps/USBDM_Win32_V4_10_03/wxPlugin_DLL'
mingw32-make[1]: *** [wxPlugin] Error 2
mingw32-make[1]: Leaving directory `C:/Apps/USBDM_Win32_V4_10_03/wxPlugin_DLL'
mingw32-make: *** [build-wxPlugin_DLL] Error 2
C:\Apps\USBDM_Win32_V4_10_03>ls -aF ..
./ USBDM_Win32_V4_10_03/ lib/ share/
../ bin/ libexec/ var/
MinGW/ doc/ mingw32/ wxWidgets-2.9.4/
Tcl/ include/ msys/ xerces-c-3.1.1/
So the wxWidgets directory is there under Apps. What's possibly missing?