wxPython Classic is a Python 2 build of the wxPython library. Generation of the python bindings require a large number of manual interventions and the documentation is simply the wxWidgets documentation which contains some annotations on wxPython mechanisms as such there is normally a delay of weeks to months between a new release of wxWidgets and the matching release of wxPython.
Go to the download page on the wxPython website to see if there is already a version of wxPython that you can download for your platform.
The latest version of Classic is 3.0.2.0
Windows
There are installers for Python 2.6 and 2.7 for 32-bit and 64-bit Windows platforms on the website. Just download one of these and run them to install it.
Note: Make sure you download a wxPython installer for the right Python you have installed. For example, if you have Python 2.7 32-bit, then you want a wxPython 32-bit installer
Mac
If you have OSX 10.5 or above, then you will want to download and install the Cocoa version of wxPython. The Cocoa version also supports 64-bit Mac.
If you have a Mac with a version of OSX less than 10.5, then you will want the Carbon build.
Linux
The first thing to check if your Linux platform's package manager (i.e. yum, apt-get, etc) to see if it has a version of wxPython that you can install. Unfortunately, a lot of Linux packages for wxPython are for version 2.8.12.1 instead of 3.0.2.0. If your package manager doesn't have the latest version, you will probably have to build it yourself.
There are build instructions for 3.0.2.0-Classic here