Actually wx is a package rather than a file. With a package you should have a folder called wx and within it a file called __init__.py that declares the package. The overall effect is the same. Using wx as the namespace is the more modern convention. This way you are using wx.Button, wx.Panel, wx.Frame, wx.ImageFromStream and so on.
I like it, because it lets you know where functions and constants come from.
Learning wxPython is a little steep at first but very rewarding. Some of the documentation is rather poor, and good sample code is rare. Luckily, with Python you can experiment easily and figure things out! You can also use the Boa Constructor IDE to build wxPython code quickly.
Edit: If you want to know the packages amongst your modules simply run ...
Now I know which demo mawe was meaning. I downloaded the extra file and instaled it. There are nice examples now!
The project I am working with is a color match skill program. I have a frame, 2 panels, 3 sliders, label and buttons. One panel is colored with random (R,G,B) by the program, then I use sliders R,G, and B to try to match. When done I press button to evaluate and program tells me how close I was, some kind of rating will be done. Supposed to help eye patients.