Compiling Audacity required wxWidgets. A few other programs are use this GUI framework including DVDStyler and Filezilla I believe.
The PET compliments dejan555's wxGTK-2.8.12-i686-dpup485.pet which has the binaries and libraries.
see http://www.murga-linux.com/puppy/viewtopic.php?t=67662
In it are just all the whole /usr/include folder. However, to get Audacity to compile I needed a setup.h file in there too (compiled with ../configure --with-gtk prefix=/usr --enable-unicode) - so I've included that.
wxGTK _DEV 2.8.12 (wxwidgets) pet
dejan555 also has a wxGTK dev pet-
http://meownplanet.net/dejan/isos/dpup485-pets/
http://meownplanet.net/dejan/isos/dpup485-pets/