To get the most out of Wing IDE, be sure to configure the Python and Debug Settings in your Project Properties. These are used by the debugger when executing your code and by the auto-completer, Source Assistant, Source Browser, Find Uses, Refactoring, and other tools that require information about your application's PYTHONPATH and other environment.
Values set for the project as a whole can be overridden on a per-file basis using the Current File Properties item in the Source menu, or by right clicking on an editor and selecting Properties. This also provides the ability to specify command line arguments to use while debugging that file.