The wings can either be pre-poached (pre-boiled) or steamed. This will render the excess fat and after baked in the oven, more fat will be released. Because there's no oil or flour added to the skin, you'll get a less "crisp" wing than the traditional fried buffalo wings, but these healthy ones are still delicious with the sauce!
Chicken wings can be prepared in different ways: fried or baked, either way dredged in flour or not. Visit this write up on different ways to prepare chicken wings. This recipe shows a healthy, poached and then baked technique, but you can certainly fry them if you like.