Appologies i’m extremely new to Wings 3d…
I have two objects ( a square, and a cylinder )
I want to take the cylinder and put it through the square, then… cut away the cylinder (leaving a hole through the square in the shape of the cylinder)
Any help would be fantastic 
You are talking about a boolean subtraction. Wings does not, and never will, support boolean operations.
You can look at http://www.geocities.com/paulthepuzzles/aabooleans.html for some work arounds, but there’s probably even easier ways than that to do what you want.
Select two opposite faces of the cube.
Inset 50%
Press “S” twice and then delete.
Deselect and then select one of the sortof-circular faces.
Press “V” and then Deform>Inflate 100%
Repeat to the other sortof-circular face.
Select both circular faces and bridge.
Select one of the edges in the new cylindrical hole and press “G”.
Press “F” and extract region (free axis) 0 units.
Select new object and scale uniform -100%.
Voila, cube with cylinder through it.
to add to JDex’s post,
to input specific values, like a 50% scale, after you select the face/edge/vertex you want to modify in some way, press the TAB key to enter a numeric value.
it can be easier than watching the staus bar thingy for certain things. it is also a good way to add very small values, like when you bevel an edge 0.001 so that it stays fairly sharp when smoothing, instead of using the “hard edge” function that can cause problems when exporting work out of wings.
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