Ok.
Go to
http://my.bzflag.org/bb/viewtopic.php?t=3652
Click the file link. This should download a file called:
wings3d_to_bzw_1.1.tar
If it has a .tar, then great. If it has a .tar.gz, try right clicking and "Downloading Linked File".
Hopefully, somehow you can get a .tar
If you can only get a .tar.gz maybe you could try just deleting the .gz or somehow saving it as just a .tar.
Then go to Wings 3D > File > Import Plug-In > Find The "wings3d_to_bzw_1.1.tar
" File. Clcik Ok.
Now make something in Wings3D, go to File > Export > BZFlag (.bzw).
You should get a popup where you type in a name and choose a place to save it. Click OK.
If all this works, notice that there is a little box on the right of BZFlag (.bzw) under File > Export. CLick this to be able to switch the Y and Z axis. (In Wings3D Y is verticle and Z is one of the horizontal - The opposite to in BZFlag).
Hope this helps.