In general tagging WAV files is not really great. There is not really a standard way of doing this and different tools support different ways or none at all. The kind of standard way is to have an INFO chunk in the file. This is a pretty limited format with support for only a handful of tags and no proper support for different character encodings.
Mp3tag does write the INFO chunk, and I can also see the written tags in Windows Explorer. So the basic tags such as title, artist and album should work just fine as long as you do only use latin characters.
To have more sophisticated tagging some tools support adding ID3 tags to WAV files, e.g. Mp3tag and foobar2000 both support this, but Windows Explorer and most players do not.
I think the best course of action in general is converting the WAV files into some lossless format which has proper support for tags such as FLAC or ALAC.