Wave files do support metadata, but there is no standard as there is for MP3, Flac, etc. There's a good chance some information you write into a wave file will be meaningful only to the application you used to write it. Of course, if the information is intended only for your own use, then that may be acceptable.
Foobar 2000 can do it. It's a nifty tool you'll want to have anyway, as it has many useful audio-related functions.