Lazarus is probably the easiest way to make a lean and fast native Windows app without paying for tooling.
wxWidgets is just a wrapper around existing UI libraries; win32 on Windows, and Gtk/Qt on *nix.
Yes, as is the VCL that Delphi ships, along with the Lazarus component library which bases on Qt or GTK on Linux, and Win32 on Windows. It's the same sort of layer.