In wxReportDocument 1.2.2 the Makefile that should be in the build/premake/build directory is missing. This means that the create_build_files.sh script will not run.
Also the object files already exist (probably MSW?).
Workaround:
Copy Makefile from build/premake/build directory of 1.2.1
Run "make CONFIG=Release -Cpremake/src -f../build/Makefile clean" from within the build directory before running create_build_files.sh