Wing headed by a 'W' when pronounced? (6)

I believe the answer is:

annexe

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'wing' is the definition.
('annexe' can be a synonym of 'wing')

I don't understand the rest of the clue.

(Other definitions for annexe that I've seen before include "Additional room etc for house" , "Additional building" , "extra space" , "Attached (set of) room(s)" , "Small building added to another" .)

I've seen this clue in The Independent.

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