wdm is the WINGs Display Manager, which uses Window Maker's widget
toolkit, but isn't Window Maker itself. To install Window Maker in
Debian, you'd use:
sudo apt install wmaker
wdm may be buggy -- it doesn't appear to have had a new release in 15
years or so, so you may want to switch to another display manager.
Personally, I just use GDM, the default display manager in my
distribution, and have Window Maker selected as my window manager upon
login.