If you are compiling wget from source, you'll need a gcc compiler. If you retrieve the wget binary package from
http://www.sunfreeware.com, you can just use pkgadd and have it install the binary and you're ready to go. You might also need the openssl package if the wget binary expects it an you haven't compiled and installed it (you can retrieve the openssl package from the same site and install the binary).
If you really want a c compiler (and I personally believe a unix sysadmin should be able to read and compile source code), retrieve the gcc compiler from
http://www.sunfreeware.com, install the package, read the README and INSTALL files for the openssl package. Follow those instructions. Read the README and INSTALL files for the wget package. Follow those instructions.
Once you've compiled and installed the two pieces of software, you'll be good to go.
Carl