I've just attempted my first build of Plplot with wxWidgets 3.0 too.
This is on Windows and I can confirm that the latest version of CMake does not find the wxWidgets 3.0 install. In my case I only have 3.0 installed as this is on a fresh install of Windows 8 and the wxWidgets bindings are simply disabled due to not finding the libraries.
I found this bug report and patch
http://www.cmake.org/Bug/bug_relationship_graph.php?bug_id=14587&graph=relation. But manually applying the changes to findwxWidgets.cmake doesn't seem to help. Unfortunately one of the replies in the bug report indicates that nobody is maintaining the wxWidgets module.
In response to Werner's post, wxWidgets 3.0 is incredibly simple to set up on Windows. The binary install creates a visual studio project which builds out of the box, with both 32 and 64 bit options. The only config change I made was to enable the wxPostscriptDC.