To build a wicket web application you need to understand the WAR-file layout and what the
WEB-INF/lib is all about, otherwise you should go read the Introduction on Java web applications.
The following JAR-files are the bare minimum needed in WEB-INF/lib to
developa a wicket application:
The use of Servlet filters in the
web.xml configuration is explained here.
That's it, now go kick the tires!
Eclipse, NetBeans, IntelliJ
There are descriptions at the Wicket Quickstart on how to set up your favourite development environment.
qwicket can create a ready made project for you.