In SDL 2.0, you can create your render window in wxWidgets, get the native window handle, then pass it to SDL_CreateWindowFrom. Beyond that, I'm not clear on all the details. I know you should be able to use the Surface API for drawing, but for the accelerated API using SDL_Renderer I can only guess.
Most definitely you'll need to make sure a proper rendering context is set up on the window. I assume wxWidgets provides a means to create an OpenGL context (and it has to be a compatibility profile, not core), so that will need to be done before passing the window handle to SDL. Then when creating the renderer you'll need to explicitly request the OpenGL renderer. Similar for using D3D, if wxWidgets enables that.
Then there's events. I think it's safe to assume that you will handle events on the wxWidgets side, but I have no idea if SDL tries to hook into the event proc of windows it didn't create.
At any rate, it may be a lot simpler than I make it appear here. It's probably a good idea to ask in the SDL forum for the details if you decide to go that route.