wxWidgets menu bar doesn't show up - c++

Question

I am trying to create a simple program with a menu using wxWidgets. However, the menu doesn't seem to be appearing properly.
This is my code:
helloworld.hpp:
#include <wx/wxprec.h>
#ifndef WX_PRECOMP
#include <wx/wx.h>
#endif
#include "TextFrame.hpp"
class HelloWorldApp : public wxApp {
public:
virtual bool OnInit();
};
DECLARE_APP(HelloWorldApp)
helloworld.cpp:
#include "helloworld.hpp"
IMPLEMENT_APP(HelloWorldApp)
bool HelloWorldApp::OnInit() {
TextFrame *frame = new TextFrame(_T("Hi"), 200, 200, 800, 600);
frame->CreateStatusBar();
frame->SetStatusText(_T("Hello, World!"));
frame->Show(true);
SetTopWindow(frame);
return true;
}
TextFrame.hpp:
#pragma once
#include <wx/wxprec.h>
#ifndef WX_PREC
#include <wx/wx.h>
#endif
class TextFrame : public wxFrame {
public:
/** Constructor. Creates a new TextFrame */
TextFrame(const wxChar *title, int xpos, int ypos, int width, int height);
private:
wxTextCtrl *m_pTextCtrl;
wxMenuBar *m_pMenuBar;
wxMenu *m_pFileMenu;
wxMenu *m_pHelpMenu;
};
TextFrame.cpp:
#include "TextFrame.hpp"
TextFrame::TextFrame(const wxChar *title, int xpos, int ypos, int width, int height)
: wxFrame((wxFrame *) NULL, -1, title, wxPoint(xpos, ypos), wxSize(width, height))
{
m_pTextCtrl = new wxTextCtrl(this, -1, _T("Type some text..."),
wxDefaultPosition, wxDefaultSize, wxTE_MULTILINE);
m_pMenuBar = new wxMenuBar();
// File Menu
m_pFileMenu = new wxMenu();
m_pFileMenu->Append(wxID_OPEN, _T("&Open"));
m_pFileMenu->Append(wxID_SAVE, _T("&Save"));
m_pFileMenu->AppendSeparator();
m_pFileMenu->Append(wxID_EXIT, _T("&Quit"));
m_pMenuBar->Append(m_pFileMenu, _T("&File"));
// About menu
m_pHelpMenu = new wxMenu();
m_pHelpMenu->Append(wxID_ABOUT, _T("&About"));
m_pMenuBar->Append(m_pHelpMenu, _T("&Help"));
SetMenuBar(m_pMenuBar);
}
This code comes (for the most part) directly from here.
It compiles successfully (using g++ TextFrame.cpp helloworld.cpp `wx-config -cxxflags --libs` -o helloworld), but when I run it I see the default menu, and not the custom one I tried to add.
I tried out the "menu" sample and that works fine, so I think I'm doing something wrong here.
Thank you for your help.