Run the .exe from a command prompt, so that you can see the error messages. If it's not finding modules, add them to your pp argument list using the -M flag. Build the .exe again and repeat.
I had to add:
-M Wx::DND -M Wx::DocView -M Wx::FS -M Wx::Grid -M Wx::Help -M Wx::Html -M Wx::MDI -M Wx::Print -M utf8
keywords: PAR, pp, Wx, wxperl, perlapp, activestate, perl, windows, win32