You can see the ''shaped'' sample in the samples directory of wxWidgets installation.
wxRegion region(wxBitmap(wxT("star.png"), wxBITMAP_TYPE_PNG), *wxWHITE);
SetShape(region);
SetShape(region);
You have to create a wxRegion object using an image and a mask color and calling SetShape method of wxTopLevelWindow to change the windows shape, also when creating the shaped frame you have to use the wxFRAME_SHAPED flag in the wxFrame constructor.
