I'm guessing the wax is only to help with cleaning -it will just stop a bit of brake dust clinging to the surface and give it a bit of protection and just make it easier to look great with a jet wash of water and very mild shampoo
There are two products that I think will be a good idea to apply as they are brand new before you drive and it's an either or as they don't work together
Auroglyms wheel protector spray -it's an aerosol spray clear protector that cures as it drys - last a few washes
Or (and this will be a real surprise to all regular TMers )
Meguiars Ultimate Quik Detailer -(gosh really I all hear you say)
But make sure you dry it off with a cloth as it drys streaky
This is hydrophobic so will help prevent water ingress down the spokes
Also has wax to give a bit of protection and shine
It won't last many washes but you could just keep on using that - it lifts brake dust superbly
If it was me with new wheels I'd put several coats of the stuff on leaving it to dry 20 minutes in between
But then I'm silly
