Scoring a stumping off a wide depends on the Auto End Ball (Runs Scored) setting, so please check this before reading the below.
If this setting is ON, then Wicket must be clicked first, as clicking the w for wide would just score a wide, and complete the details as usual. However, untick the End Ball (0 runs/extras) checkbox before clicking OK, otherwise just the Wicket will be scored:
The Wicket button will be highlighted, and the w can now be clicked to score the wide and end the ball.
If the Auto End Ball (Runs Scored) setting is OFF, the wicket off a wide can be scored as above, but as clicking the w for wide will not end the ball, End Ball will need to be clicked to commit the dismissal. However, in this mode it is also possible to click the w for wide first, as this will not end the ball, and then open the Wicket dialog and enter the Stumping details. In this situation, End Ball (0 runs/extras) does not need to be unticked, as End Ball will still need to be clicked to commit the dismissal.