Oh, I finally figured it out! I had to type:

PS C:\Users\Lyle\devel\haskell\wxcore> $env:WXCFG = "vc_lib\mswd"

And then I was able to run cabal install without the previous error. Why mswd and not msw, I have no idea. When I run wx-config without parameters, it tells me WXCFG should point to the "relative path of build.cfg". Relative to what, who knows? So I had to try things until I figured it out.

So, it built a bunch of classes, but then it started spewing out a bunch of errors. It couldn't find things:

[23 of 23] Compiling Graphics.UI.WXCore ( src\haskell\Graphics\UI\WXCore.hs, dist\build\Graphics\UI\WXCore.o )

In file included from src\cpp\apppath.cpp:1:0:

src\include\wrapper.h:20:19:  wx/wx.h: No such file or directory

<sigh> So close...

It spit out a bunch of "no such file or directory" errors, then started varying them:

In file included from src\cpp\apppath.cpp:1:0:

src\include\wrapper.h:77:0:
     error: expected initializer before '*' token

src\include\wrapper.h:96:0:
     error: `wxString' has not been declared

src\include\wrapper.h:96:0:
     error: ISO C++ forbids declaration of `src' with no type

src\include\wrapper.h:107:0:
     error: expected class-name before '{' token

...

src\include\wrapper.h:388:0:
     error: class `ELJServer' does not have any field named `wxTCPServer'
src/include/wrapper.h: At global scope:

src\include\wrapper.h:398:0:
     error: expected class-name before '{' token

src\include\wrapper.h:404:0:
     error: ISO C++ forbids declaration of `wxConnectionBase' with no type

src\include\wrapper.h:404:0:
     error: `wxConnectionBase' declared as a `virtual' field

src\include\wrapper.h:404:0:  error: expected `;' before '*' token
src/include/wrapper.h: In constructor `ELJClient::ELJClient(void*, void*)':

And so on...

- Lyle