Visual Studio Code – I downloaded wxWidgets using vcpkg and tried to compile an example from the wxWidgets website, but I’m getting an ‘unresolved external symbol’ error

The #include for the library works normally and Visual Studio 2019 doesn’t point out any errors in the functions. However, when compiling, the following error appears:

code: LNK2019
Description: unresolved external symbol, _main, referenced in function “int __cdecl invoke_main(void)” (?invoke_main@@YAHXZ)
File: MSVCRTD.lib(exe_main.obj)
Line: 1

The exemple is this: Example
The code of the example is this:

// Start of wxWidgets "Hello World" Program
#include <wx/wx.h>

class MyApp : public wxApp
{
public:
    bool OnInit() override;
};

wxIMPLEMENT_APP(MyApp);

class MyFrame : public wxFrame
{
public:
    MyFrame();

private:
    void OnHello(wxCommandEvent& event);
    void OnExit(wxCommandEvent& event);
    void OnAbout(wxCommandEvent& event);
};

enum
{
    ID_Hello = 1
};

bool MyApp::OnInit()
{
    MyFrame* frame = new MyFrame();
    frame->Show(true);
    return true;
}

MyFrame::MyFrame()
    : wxFrame(nullptr, wxID_ANY, "Hello World")
{
    wxMenu* menuFile = new wxMenu;
    menuFile->Append(ID_Hello, "&Hello...tCtrl-H",
        "Help string shown in status bar for this menu item");
    menuFile->AppendSeparator();
    menuFile->Append(wxID_EXIT);

    wxMenu* menuHelp = new wxMenu;
    menuHelp->Append(wxID_ABOUT);

    wxMenuBar* menuBar = new wxMenuBar;
    menuBar->Append(menuFile, "&File");
    menuBar->Append(menuHelp, "&Help");

    SetMenuBar(menuBar);

    CreateStatusBar();
    SetStatusText("Welcome to wxWidgets!");

    Bind(wxEVT_MENU, &MyFrame::OnHello, this, ID_Hello);
    Bind(wxEVT_MENU, &MyFrame::OnAbout, this, wxID_ABOUT);
    Bind(wxEVT_MENU, &MyFrame::OnExit, this, wxID_EXIT);
}

void MyFrame::OnExit(wxCommandEvent& event)
{
    Close(true);
}

void MyFrame::OnAbout(wxCommandEvent& event)
{
    wxMessageBox("This is a wxWidgets Hello World example",
        "About Hello World", wxOK | wxICON_INFORMATION);
}

void MyFrame::OnHello(wxCommandEvent& event)
{
    wxLogMessage("Hello world from wxWidgets!");
}```

I tried to run this in a "Blank Project" and in a "Console Application" in Visual Studio 2019 community and the same error happened in both projects.
What happened? What shoul I do?