do you actually have a complete module for the wxwidgets yet
Not yet... There are still a lot of gaps in the API, which I would rather add first before I say "Here is our first *release*". So for now, the code lives in the Subversion repository.
It's reasonably useable as it is at the moment, depending on what you want from it. There's certainly enough there to knock together a basic application with multi-column lists etc.
As for a "complete module", wxMax is made up of about 118 individual modules, each of which is generally for one specific widget - like a wx.wxButton, and a wx.wxListCtrl, etc.
Because of the way BlitzMax links its dependencies, this architecture means that you only import the widgets that you want for your app - otherwise, with one *very large* module, you would implicitly have all of the library in your app too. I think it's much cleaner this way too, and also makes maintenance a joy (almost!) ;-)
The includes and libraries are separate to make it easier to deploy everything. Choose your libs, get the headers, drop them into the right folder, and build modules - if you have everything set up correctly, it will "just work" - albeit a wee while later ;-)