Bones always belong to a geometry (which is nothing more than 1 ore more polygons and a name). So, if you have a bone named lWing1 there must also be a geometry named lWing1. I think this is even case-sensitive.
You create bones in the Setup room. There you can also set up (and name) polygon groups, but I find it much easier to do this in an external modeller like Wings3D.
As far as I remember you cannot change the name of a polygon group with the grouping tool, but you can easily change the name of the bone. (Actually, a bone has two names, an internal and an external. I always use the same name for both. This saves me some thinking.)
Hope this helps a little.