Well , the best beat is go to the wings3d site and download the manual in pdf , it s like 3meg , and look at the uv mapping section ( if you are lazzy make a right clik when you have the whole mesh selected an you ll see the uv mapping at the bottom of the menu), this is perhaps not the best solution if you are starting , as it s a bit complex , perhaps than exporting your model to an other app and make the skiinning there is better
The place where wings3d is strong , is modeling for low polygon things , you may have noticed than it s really easy and have all the feature you need for this , but it doesn t do a very good job for skinnning or even rendering , perhaps you can find a good plugin for making your life more easier in this way but it s not sure.
So what i generaly do is modeling with wings3d , then export it to 3dsmax and make the skinning there and use the 3dsmax exporter to get an object i can actually use in planeshift, it s not the only way, perhaps not the better one , but that what i do, if you are really new to 3dmodeling , i would sugest you to learn a free app like blender instead of max( there is a blender2cs exporter than we can use too ).