The tutorials I've found on WxPython all use examples from Linux, but there seem to be differences in some details.
For example, in Windows a Panel behind the widgets is mandatory to show the background properly. Additionally, some examples that look fine in the tutorials don't work in my computer.
So, do you know what important differences are there, or maybe a good tutorial that is focused on Windows?
EDIT:  I just remembered this: Does anybody know why when subclassing wx.App an OnInit() method is required, rather than the more logical __init__()?
I find a number of small differences, but don't remember all of them.  Here are two:
1) The layout can be slightly different, for example, causing things to not completely fit in the window in one OS when the do in the other.  I haven't investigated the reasons for this, but it happens most often when I use positions rather than sizers to arrange things.
2) I have to explicitly call Refresh more in Windows.  For example, if you place one panel over another, you won't see it the top panel in Windows until you call Refresh.
I general, I write apps in Linux and run them in Windows, and things work similarly enough so this is a reasonable approach, but it's rare for me when something runs perfectly straight out of the gate after an OS switch.
WxPython differences between Windows and Linux