First off there are plenty of free resources online. 365chess.com's database is one of them. Make a free account and study away. It's how I do a ton of my opening prep.
I'm sure you can find books on it, but I suggest playing a few games first. After you've learned some of the common ideas and a few lines you can then decide if you want to study it in depth with a book.
That's my basic approach to almost all openings.
Thanks!
Uh, which wing gambit are we talking?
French Wing Gambit - 1.e4 e6 2.Nf3 d5 3.e5 c5 4.b4
Sicilian Wing Gambit - 1.e4 c5 2.b4?! cxb4 3.a3 d5!!
Sicilian Deferred Wing Gambit - 1.e4 c5 2.a3! Nc6 3.b4 cxb4 4.axb4 Nxb4 5.d4 d5 6.c3 Nc6 7.exd5 Qxd5 8.Na3!
French, but if that's awkward, then sicilian, seeing as it usually ends up with a similiar position 
French, but if that's awkward, then sicilian, seeing as it usually ends up with a similiar position
Uh - Negative! They are NOTHING alike. The French Wing Gambit and Deferred Sicilian Wing Gambit, while nothing alike, are at least minimally respectable. The normal Sicilian Wing Gambit is on the verge of busted with 3...d5!
And the fact that they are mildly respectable is about all the French Wing Gambit and Deferred Sicilian Wing Gambit have in common. Otherwise, two completely different beasts, unless you also consider the Benko Gambit and Petroff similar as well as they both require that you are playing chess in order for them to happen.
Don't learn the Wing Gambit if you're trying to win games. No matter which (Sicilian or French) they both leave black clearly equal or better.
If you're playing for fun, Simon Williams has a video on the French one.
If you're playing to win the game, get a better opening.
Lichess has an awesome amateur database you can filter in your rating range plus a bit to see what gets played and where the side you're playing punishes the most mistakes
I've looked everywhere -- where can I learn how to play the Wing Gambit? There are few books on it and I don't have a membership on chess.com. Help!