How do you attach things like artist name, song info to your .wav files. Is there info to insert as you do with .mp3's?

There are fields when you go to export to MP3 from Sonar that allow you to add artist, genre, year and maybe a couple of other things. Not sure if all encoders have this, but the one that you can get with Sonar does.

I'm aware of the function with .mp3, this was about .wav files.

Specification

https://en.wikipedia.org/wiki/WAV
 
I don't think metadata tags are widely used with wav format files, but I was able to assign some using the wave editor Audacity. Open wav file, then File > Edit Metadata.  After editing the tags, the files then need to be exported to save the edits to the wav file.  You can then see the file metadata in the Windows file browser, or under file properties > details.